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~person:"Bollerslev, Tim"
~person:"Christensen, Kim"
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Measuring the effects of unconventional policies on stock market volatility
Lacava, Demetrio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
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2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515678
Saved in:
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Volatility jumps and the classification of monetary policy announcements
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
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2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321842
Saved in:
3
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
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2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
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