Narrow search
Showing 1 - 3 of 3
Cover Image
Dating financial bubbles via online multiple testing procedures
Genoni, Giulia; Quatto, Piero; Vacca, Gianmarco - In: Finance research letters 58 (2023) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10014581058
Cover Image
Sentiment dynamics and volatility : a study based on GARCH-MIDAS and machine learning
Riso, Luigi; Vacca, Gianmarco - In: Finance research letters 62 (2024) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10014531171
Cover Image
Kurtosis-based vs volatility-based asset allocation strategies : do they share the same properties? : a first empirical investigation
Braga, Maria Debora; Nava, Consuelo Rubina; Zoia, Maria … - In: Finance research letters 54 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014472764