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source:"econis"
~isPartOf:"CREATES research paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Rossi, Eduardo"
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Rossi, Eduardo
Teräsvirta, Timo
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CREATES research paper
The North American journal of economics and finance : a journal of financial economics studies
CREATES Research Paper
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Economic modelling
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Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quaderni del Dipartimento di Economia Politica
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ECONIS (ZBW)
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Indirect inference with time series observed with error
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010464716
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2
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863172
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3
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
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