Skip to contents Dumitru, Ana-Maria H. [Author] ; Urga, Giovanni [Other] Jumps and Information Asymmetry in the US Treasury Market Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2759360 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Boffelli, Simona [Author] ; Urga, Giovanni [Other] High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers Books View online Schließen > Access https://ssrn.com/abstract=2460953 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Dumitru, Ana-Maria H. [Author] ; Urga, Giovanni [Other] Identifying Jumps in Financial Assets : A Comparison between Nonparametric Jump Tests [Extended Version] Books View online Schließen > Access https://ssrn.com/abstract=1944221 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Trapani, Lorenzo [Author]; Urga, Giovanni [Author] Micro versus macro cointegration in heterogeneous panels Books View online Schließen > Access Open Access Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Leccadito, Arturo [Author] ; Tunaru, Radu [Other]; Urga, Giovanni [Other] CMCDS Premia Implicit in the Term Structure of Corporate CDS Spreads Books View online Schließen > Access https://ssrn.com/abstract=1283183 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Alexeev, Vitali [Author] ; Urga, Giovanni [Other]; Yao, Wenying [Other] Asymmetric Jump Beta Estimation with Implications for Portfolio Risk Management Books View online Schließen > Access https://ssrn.com/abstract=3430057 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Bergamelli, Michele [Author] ; Novotny, Jan [Other]; Urga, Giovanni [Other] Maximum Non-Extensive Entropy Block Bootstrap for Non-Stationary Processes Books View online Schließen > Access https://ssrn.com/abstract=2588500 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Boffelli, Simona [Author] ; Novotny, Jan [Other]; Urga, Giovanni [Other] A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets Books View online Schließen > Access https://ssrn.com/abstract=2480464 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Kao, Chihwa [Author] ; Trapani, Lorenzo [Other]; Urga, Giovanni [Other] The Asymptotics for Panel Models with Common Shocks Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1815257 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: Syracuse University Center for Policy Research Working Paper ; No. 77 Kao, Chihwa [Author] ; Trapani, Lorenzo [Other]; Urga, Giovanni [Other] Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1805728 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: Syracuse University Center for Policy Research Working Paper ; No. 129 Kao, Chihwa [Author] ; Trapani, Lorenzo [Other]; Urga, Giovanni [Other] Asymptotics for Panel Models with Common Shocks - Extended Version Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1699150 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Leccadito, Arturo [Author] ; Rachedi, Omar [Other]; Urga, Giovanni [Other] Testing for Spurious Long Memory : A Monte Carlo Comparison with an Application to Credit Default Swaps Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1571626 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Meoli, Michele [Author] ; Paleari, Stefano [Other]; Urga, Giovanni [Other] Do Rights Issues Really Protect Minorities? Empirical Evidence on the Italian Case Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=965738 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Meoli, Michele [Author] ; Paleari, Stefano [Other]; Urga, Giovanni [Other] When Controlling Shareholders Live Like Kings. The Case of Telecom Italia Books View online Schließen > Access https://ssrn.com/abstract=883655 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006] Barone-Adesi, Giovanni [Author] ; Gagliardini, Patrick [Other]; Urga, Giovanni [Other] Homogeneity Hypothesis in the Context of Asset Pricing Models : The Quadratic Market Model Books View online Schließen > Access https://ssrn.com/abstract=263215 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2001] Published in: Cass Business School Research Paper Spreng, Lars [Author]; Urga, Giovanni [Author] Combining p-values for multivariate predictive ability testing Articles View online Schließen > Access https://www.tandfonline.com/doi/pdf/10.1080/07350015.2022.2067545 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Journal of business & economic statistics ; 41(2023), 3, Seite 765-777 Urga, Giovanni [Author]; Wang, Fa [Author] Estimation and Inference for High Dimensional Factor Model with Regime Switching Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4414167 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Leong, Soon [Author]; Urga, Giovanni [Author] A Practical Multivariate Approach to Testing Volatility Spillover Books View online Schließen > Access https://ssrn.com/abstract=4477119 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Spreng, Lars [Author]; Urga, Giovanni [Author] Combining p-values for Multivariate Predictive Ability Testing Books View online Schließen > Access https://ssrn.com/abstract=4075867 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Urga, Giovanni [Author]; Wang, Fa [Author] Estimation and Inference for High Dimensional Factor Model with Regime Switching Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4118790 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Dumitru, Ana-Maria H. [Author] ; Urga, Giovanni [Other] Jumps and Information Asymmetry in the US Treasury Market Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2759360 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Boffelli, Simona [Author] ; Urga, Giovanni [Other] High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers Books View online Schließen > Access https://ssrn.com/abstract=2460953 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Dumitru, Ana-Maria H. [Author] ; Urga, Giovanni [Other] Identifying Jumps in Financial Assets : A Comparison between Nonparametric Jump Tests [Extended Version] Books View online Schließen > Access https://ssrn.com/abstract=1944221 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Trapani, Lorenzo [Author]; Urga, Giovanni [Author] Micro versus macro cointegration in heterogeneous panels Books View online Schließen > Access Open Access Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this.
Leccadito, Arturo [Author] ; Tunaru, Radu [Other]; Urga, Giovanni [Other] CMCDS Premia Implicit in the Term Structure of Corporate CDS Spreads Books View online Schließen > Access https://ssrn.com/abstract=1283183 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Alexeev, Vitali [Author] ; Urga, Giovanni [Other]; Yao, Wenying [Other] Asymmetric Jump Beta Estimation with Implications for Portfolio Risk Management Books View online Schließen > Access https://ssrn.com/abstract=3430057 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Bergamelli, Michele [Author] ; Novotny, Jan [Other]; Urga, Giovanni [Other] Maximum Non-Extensive Entropy Block Bootstrap for Non-Stationary Processes Books View online Schließen > Access https://ssrn.com/abstract=2588500 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Boffelli, Simona [Author] ; Novotny, Jan [Other]; Urga, Giovanni [Other] A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets Books View online Schließen > Access https://ssrn.com/abstract=2480464 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Kao, Chihwa [Author] ; Trapani, Lorenzo [Other]; Urga, Giovanni [Other] The Asymptotics for Panel Models with Common Shocks Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1815257 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: Syracuse University Center for Policy Research Working Paper ; No. 77
Kao, Chihwa [Author] ; Trapani, Lorenzo [Other]; Urga, Giovanni [Other] Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1805728 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: Syracuse University Center for Policy Research Working Paper ; No. 129
Kao, Chihwa [Author] ; Trapani, Lorenzo [Other]; Urga, Giovanni [Other] Asymptotics for Panel Models with Common Shocks - Extended Version Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1699150 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010]
Leccadito, Arturo [Author] ; Rachedi, Omar [Other]; Urga, Giovanni [Other] Testing for Spurious Long Memory : A Monte Carlo Comparison with an Application to Credit Default Swaps Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1571626 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010]
Meoli, Michele [Author] ; Paleari, Stefano [Other]; Urga, Giovanni [Other] Do Rights Issues Really Protect Minorities? Empirical Evidence on the Italian Case Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=965738 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007]
Meoli, Michele [Author] ; Paleari, Stefano [Other]; Urga, Giovanni [Other] When Controlling Shareholders Live Like Kings. The Case of Telecom Italia Books View online Schließen > Access https://ssrn.com/abstract=883655 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006]
Barone-Adesi, Giovanni [Author] ; Gagliardini, Patrick [Other]; Urga, Giovanni [Other] Homogeneity Hypothesis in the Context of Asset Pricing Models : The Quadratic Market Model Books View online Schließen > Access https://ssrn.com/abstract=263215 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2001] Published in: Cass Business School Research Paper
Spreng, Lars [Author]; Urga, Giovanni [Author] Combining p-values for multivariate predictive ability testing Articles View online Schließen > Access https://www.tandfonline.com/doi/pdf/10.1080/07350015.2022.2067545 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Journal of business & economic statistics ; 41(2023), 3, Seite 765-777
> Access https://www.tandfonline.com/doi/pdf/10.1080/07350015.2022.2067545 Full access (via DOI) Show more show less
Urga, Giovanni [Author]; Wang, Fa [Author] Estimation and Inference for High Dimensional Factor Model with Regime Switching Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4414167 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Leong, Soon [Author]; Urga, Giovanni [Author] A Practical Multivariate Approach to Testing Volatility Spillover Books View online Schließen > Access https://ssrn.com/abstract=4477119 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Spreng, Lars [Author]; Urga, Giovanni [Author] Combining p-values for Multivariate Predictive Ability Testing Books View online Schließen > Access https://ssrn.com/abstract=4075867 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Urga, Giovanni [Author]; Wang, Fa [Author] Estimation and Inference for High Dimensional Factor Model with Regime Switching Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4118790 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
> Media type Skip to next facet Articles (85) Wert ausschließen Books (48) Wert ausschließen Show more show less
> Access State Skip to next facet Open Access (54) Wert ausschließen Without Specification (79) Wert ausschließen Show more show less
> Language Skip to next facet English (124) Wert ausschließen Not determined (9) Wert ausschließen Portuguese (1) Wert ausschließen Show more show less
> Subject Skip to next facet Chemistry and pharmacology (30) Wert ausschließen Economics (30) Wert ausschließen Mathmatics (10) Wert ausschließen General (9) Wert ausschließen Sociology (3) Wert ausschließen Political science (1) Wert ausschließen Sports science (1) Wert ausschließen Show more show less
> Creator Skip to next facet Urga, Giovanni (131) Wert ausschließen Trapani, Lorenzo (15) Wert ausschließen Meoli, Michele (12) Wert ausschließen Leccadito, Arturo (10) Wert ausschließen Boffelli, Simona (9) Wert ausschließen Cincinelli, Peter (9) Wert ausschließen Driver, Ciaran (9) Wert ausschließen Spreng, Lars (9) Wert ausschließen Bellavite Pellegrini, Carlo (8) Wert ausschließen Kao, Chihwa (8) Wert ausschließen Gagliardini, Patrick (7) Wert ausschließen Novotny, Jan (7) Wert ausschließen Temple, Paul (7) Wert ausschließen Estrin, Saul (6) Wert ausschließen Paleari, Stefano (6) Wert ausschließen Bennett, John (5) Wert ausschließen Hillebrand, Eric (5) Wert ausschließen Kao, Chihwa D. (5) Wert ausschließen Mikkelsen, Jakob Guldbæk (5) Wert ausschließen Rachedi, Omar (4) Wert ausschließen Wang, Fa (4) Wert ausschließen Akgun, Oguzhan (3) Wert ausschließen Bergamelli, Michele (3) Wert ausschließen Dumitru, Ana-Maria H. (3) Wert ausschließen Khalaf, Lynda (3) Wert ausschließen Lazarova, Stepana (3) Wert ausschließen Novotný, Jan (3) Wert ausschließen Pellini, Elisabetta (3) Wert ausschließen Pirotte, Alain (3) Wert ausschließen Rockinger, Michael (3) Wert ausschließen Trojani, Fabio (3) Wert ausschließen Alexeev, Vitali (2) Wert ausschließen Allen, Chris (2) Wert ausschließen Barone-Adesi, Giovanni (2) Wert ausschließen Dumitru, Ana-Maria (2) Wert ausschließen Guldbæk Mikkelsen, Jakob (2) Wert ausschließen Hall, Stephen (2) Wert ausschließen Hillebrand, Eric T. (2) Wert ausschließen Huang, Hong-Ming (2) Wert ausschließen Leong, Soon Heng (2) Wert ausschließen Maw, James W. (2) Wert ausschließen Pellegrini, Laura (2) Wert ausschließen Russo, Marianna (2) Wert ausschließen Tunaru, Radu (2) Wert ausschließen Yang, Zhenlin (2) Wert ausschließen Yao, Wenying (2) Wert ausschließen Adesi, Giovanni Barone (1) Wert ausschließen Aquilina, Matteo (1) Wert ausschließen Banerjee, Anindya (1) Wert ausschließen Barone Adesi, Giovanni (1) Wert ausschließen Belvisi, Martin (1) Wert ausschließen Borghi, Riccardo (1) Wert ausschließen COPPOLA, ANNA (1) Wert ausschließen Cajigas, Juan Pablo (1) Wert ausschließen De Menezes, Lilian M. (1) Wert ausschließen Della Ratta, Lucio (1) Wert ausschließen Geoffrey Williams (1) Wert ausschließen Ghalanos, Alexios (1) Wert ausschließen Giovanni Urga (1) Wert ausschließen Guglielmo Maria Caporale (1) Wert ausschließen Huang, Hongming (1) Wert ausschließen Imai, Katsushi (1) Wert ausschließen Lazarová, Štepána (1) Wert ausschließen Leong, Soon (1) Wert ausschließen MOGLIANI, MATTEO (1) Wert ausschließen Maw, James (1) Wert ausschließen Mertens, Alexander (1) Wert ausschließen Mogliani, Matteo (1) Wert ausschließen Pianeti, Riccardo (1) Wert ausschließen Rossi, Eduardo (1) Wert ausschließen Skintzi, Vasiliki D. (1) Wert ausschließen Stephen Hall (1) Wert ausschließen TSOLACOS, SOTIRIS (1) Wert ausschließen Tsolacos, Sotiris (1) Wert ausschließen URGA, GIOVANNI (1) Wert ausschließen Varaldo, Alessandro (1) Wert ausschließen de Menezes, Lilian M. (1) Wert ausschließen Show more show less
> Collection Skip to next facet Lizenzfreie Online-Ressourcen (46) Wert ausschließen Verbunddaten SWB (46) Wert ausschließen Elsevier BV (CrossRef) (44) Wert ausschließen Wiley (CrossRef) (9) Wert ausschließen Informa UK Limited (CrossRef) (8) Wert ausschließen JSTOR Business & Economics (8) Wert ausschließen JSTOR Arts & Sciences VII Archive (5) Wert ausschließen JSTOR Business II Archive (5) Wert ausschließen JSTOR Mathematics & Statistics (5) Wert ausschließen Oxford University Press (OUP) (CrossRef) (4) Wert ausschließen BASE - Bielefeld Academic Search Engine (3) Wert ausschließen EconStor (German National Library of Economics, ZBW) (3) Wert ausschließen JSTOR Arts & Sciences II Archive (3) Wert ausschließen JSTOR Business I Archive (3) Wert ausschließen Bernoulli Society for Mathematical Statistics and Probability (CrossRef) (1) Wert ausschließen CAIRN (CrossRef) (1) Wert ausschließen Cambridge University Press (CUP) (CrossRef) (1) Wert ausschließen Consortium Erudit (CrossRef) (1) Wert ausschließen DOAJ Directory of Open Access Journals (1) Wert ausschließen Emerald (CrossRef) (1) Wert ausschließen Emerald Group Publishing Limited (CrossRef) (1) Wert ausschließen SAGE Publications (CrossRef) (1) Wert ausschließen SSOAR Social Science Open Access Repository (1) Wert ausschließen Springer Science and Business Media LLC (CrossRef) (1) Wert ausschließen Virtus Interpress (CrossRef) (1) Wert ausschließen Show more show less