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~isPartOf:"Working papers / Innocenzo Gasparini Institute for Economic Research"
~person:"Engle, Robert F."
~person:"Ravazzolo, Francesco"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Engle, Robert F.
Ravazzolo, Francesco
Marcellino, Massimiliano
8
Favero, Carlo A.
7
Guidolin, Massimo
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Sala, Luca
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Trigari, Antonella
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Working papers / Innocenzo Gasparini Institute for Economic Research
Working paper / National Bureau of Economic Research, Inc.
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Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
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Myths and facts about the alleged over-pricing of U.S. real estate evidence from multi-factor asset pricing models of REIT returns
Guidolin, Massimo
;
Ravazzolo, Francesco
;
Tortora, …
-
2011
Persistent link: https://www.econbiz.de/10011337372
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