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A Multiple Indicators Model For Volatility Using Intra-Daily Data.
Engle, Robert F.; Gallo, Giampiero M. - Dipartimento di Statistica, Informatica, Applicazioni … - 2003
this paper we propose to jointly consider absolute daily returns, daily high-low range and daily realized volatility to …
Persistent link: https://www.econbiz.de/10005812865
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Lezioni di Teoria Delle Aste (Lectures of Auction Theory)
Miceli, Maria-Augusta - 2015
Italian Abstract: Vengono esposti i principi base della teoria delle aste. Quali le questioni da risolvere, quali ingredienti, quali ipotesi necessarie per semplificare una teoria altrimenti piuttosto complessa. Vengono sviluppati i meccanismi d'asta al I e al II prezzo, risolvendo per le...
Persistent link: https://www.econbiz.de/10013012341
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Cenni di Teoria dei Giochi - 1 (Elements of Game Theory - 1)
Miceli, Maria-Augusta - 2018
complete information and incomplete are exposed. Particular attention and details are given for the dynamic Bayesian games with …
Persistent link: https://www.econbiz.de/10014158962
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Un Indicatore per la Lombardia e per le Province di Milano e Pavia (Nuova versione)
Baiardi, Donatella; Bianchi, Carluccio - 2012
This paper aims to construct a high-frequency coincident indicator of economic activity for Lombardy and for the provinces of Milan and Pavia, by using the dynamic factor model approach introduced by Stock e Watson (1998a e 1998b). The principal component analysis is first used to summarize the...
Persistent link: https://www.econbiz.de/10010335289
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Un Indicatore di Attività Economica per la Lombardia e per le Province di Milano e Pavia
Baiardi, Donatella; Bianchi, Carluccio - 2010
This paper aims to construct a high-frequency coincident indicator of economic activity for Lombardy and for the provinces of Milan and Pavia, by using the dynamic factor model approach introduced by Stock e Watson (1998a e 1998b). The principal component technique is first used to summarize the...
Persistent link: https://www.econbiz.de/10010335307
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Un Indicatore per la Lombardia e per le Province di Milano e Pavia (Nuova versione)
Baiardi, Donatella; Bianchi, Carluccio - 2012
This paper aims to construct a high-frequency coincident indicator of economic activity for Lombardy and for the provinces of Milan and Pavia, by using the dynamic factor model approach introduced by Stock e Watson (1998a e 1998b). The principal component analysis is first used to summarize the...
Persistent link: https://www.econbiz.de/10010343827
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Un Indicatore di Attività Economica per la Lombardia e per le Province di Milano e Pavia
Baiardi, Donatella; Bianchi, Carluccio - 2010
This paper aims to construct a high-frequency coincident indicator of economic activity for Lombardy and for the provinces of Milan and Pavia, by using the dynamic factor model approach introduced by Stock e Watson (1998a e 1998b). The principal component technique is first used to summarize the...
Persistent link: https://www.econbiz.de/10010343889
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La Stima Del PIL Potenziale E Dell’Output Gap : Analisi Di Alcune Criticità (Estimation of Potential Output and Output Gap: An Analysis of Some Critical Issues)
Fioramanti, Marco - 2016
EU fiscal governance and in particular of the Stability and Growth Pact (SGP). The estimation method is the production … method currently used by the Commission should be considered as the starting point, but given the uncertainty surrounding the …
Persistent link: https://www.econbiz.de/10013005328
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Trend e stagionalità delle presenze turistiche russe in Italia (Trends and Seasonality in the Case of Russian Tourism in Italy)
Tonini, Giovanni - 2015
first will use a decomposition method based on appropriate moving averages, while the second will be based on dynamic …
Persistent link: https://www.econbiz.de/10013011871
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Un Indicatore di Attività Economica per la Lombardia e per le Province di Milano e Pavia
Baiardi, Donatella; Bianchi, Carluccio - Dipartimento di Scienze Economiche e Aziendali, … - 2010
This paper aims to construct a high-frequency coincident indicator of economic activity for Lombardy and for the provinces of Milan and Pavia, by using the dynamic factor model approach introduced by Stock e Watson (1998a e 1998b). The principal component technique is first used to summarize the...
Persistent link: https://www.econbiz.de/10009651053