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subject:"Time series analysis"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~person:"Casarin, Roberto"
~person:"Rossi, Eduardo"
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Casarin, Roberto
Rossi, Eduardo
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CREATES research paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Parallel sequential Monte Carlo for efficient density combination : the Deco Matlab Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2013
Persistent link: https://www.econbiz.de/10009730084
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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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