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On the Interaction between Ultra–high Frequency Measures of Volatility

Gallo, Giampiero; Velucchi, Margherita - Dipartimento di Statistica, Informatica, Applicazioni … - 2007

We analyze several measures of volatility (realized variance, bipower variation and squared daily returns) as …

Persistent link: https://www.econbiz.de/10005812866

Automated Variable Selection in Vector Multiplicative Error Models

Cipollini, Fabrizio; Gallo, Giampiero M. - Dipartimento di Statistica, Informatica, Applicazioni … - 2009

is presented in this paper and evaluated by means of a simulation and a real world example of volatility spillovers in …

Persistent link: https://www.econbiz.de/10005731539

Semiparametric vector MEM

Cipollini, Fabrizio; Engle, Robert F.; Gallo, Giampiero M. - Dipartimento di Statistica, Informatica, Applicazioni … - 2009

, durations, realized volatility, daily range, and so on) which exhibit clustering and can be modeled as the product of a vector …, number of trades and realized volatility reveals empirical support for a dynamically interdependent pattern of relationships …

Persistent link: https://www.econbiz.de/10005731543

A Model for Multivariate Non-negative Valued Processes in Financial Econometrics

Cipollini, Fabrizio; Engle, Robert F.; Gallo, Giampiero M. - Dipartimento di Statistica, Informatica, Applicazioni … - 2007

gains over the equation by equation approach using a four variable fully interdependent model with different volatility …

Persistent link: https://www.econbiz.de/10005731544

Internet e la tutela dei contenuti editoriali : soluzioni a confronto

Scalzini, Silvia - In: Mercato concorrenza regole 16 (2014) 1, pp. 149-189

Persistent link: https://www.econbiz.de/10010389376

Le problematiche di politica valutaria e del commercio internazionale nei primi anni della Ricostruzione

Santillo, Marco - In: Rivista economica del Mezzogiorno : trimestrale della … 35 (2021) 2/3, pp. 497-519

Persistent link: https://www.econbiz.de/10013462305

Syn Method as a Tool to Measure the Endogenous Performance in the R&D Organizations

Coccia, Mario - Istituto di Ricerca sulla Crescita Economica … - 2000

The purpose of this work is to build a quali-quantitative method for measuring the endogenous performance in R&D organization which supports the process of evaluation. The method is tested on Cnr Institutes of Piemonte, a highly industrialised region in North Western Italy and the score of...

Persistent link: https://www.econbiz.de/10009399634

Satisfaction, Work Involvement and R&D Performance

Coccia, Mario - Istituto di Ricerca sulla Crescita Economica … - 2000

The purpose of this study was to investigate the contributions of Social Identify Theory’s variables to research performance. Regression models were applied on data of ten national research Council (Cnr) institutes of Piemonte, a highly industrialised region in North Western Italy.Results show...

Persistent link: https://www.econbiz.de/10009399636

Technology Transfer: Spatial Analysis

Coccia, Mario - Istituto di Ricerca sulla Crescita Economica … - 2000

Aim of this paper is to analyse the spatial aspects of technology transfer (t.t.) in Cnr Institutes of Piemonte, a highly industrialised region in North Western Italy. The specific purpose is to verify two hypotheses 1) If the spatial propagation of t.t. follows the Hägerstrand...

Persistent link: https://www.econbiz.de/10009399638

Le Caratteristiche Principali Dell’Internazionalizzazione Delle Imprese Italiane (The Italian Firms’ International Activity)

D'Aurizio, Leandro; Cristadoro, Riccardo - 2015

Italian Abstract: Il lavoro esamina le caratteristiche delle imprese multinazionali italiane e ne confronta la performance con quella delle altre imprese nei quattro anni successivi alla crisi del 2008. La quota di imprese industriali con almeno 20 addetti che operano anche all’estero è in...

Persistent link: https://www.econbiz.de/10014136004