Browsing All of EconStor by Author Rossi, Eduardo
Showing results 1 to 8 of 8
Year of Publication | Title | Author(s) |
2004 | Artificial regression testing in the GARCH-in-mean model | Lucchetti, Riccardo; Rossi, Eduardo |
2004 | Efficient importance sampling maximum likelihood estimation of stochastic differential equations | Pastorello, Sergio; Rossi, Eduardo |
2006 | Euro corporate bonds risk factors | Castagnetti, Carolina; Rossi, Eduardo |
2008 | Long memory and periodicity in intraday volatilities of stock index futures | Rossi, Eduardo; Fantazzini, Dean |
2008 | Model and distribution uncertainty in Multivariate GARCH estimation: a Monte Carlo analysis | Rossi, Eduardo; Spazzini, Filippo |
2008 | Estimation methods in panel data models with observed and unobserved components: A Monte Carlo study | Castagnetti, Carolina; Rossi, Eduardo |
2008 | Long memory and tail dependence in trading volume and volatility | Rossi, Eduardo; Santucci de Magistris, Paolo; Fantazzini, Dean |
2016 | Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows | Bacchiocchi, Emanuele; Bastianin, Andrea; Missale, Alessandro; Rossi, Eduardo |