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Gallo, Giampiero M.
16
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Applied financial economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Early news is good news : the effects of market opening on market volatility
Gallo, Giampiero M.
;
Pacini, Barbara
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
Persistent link: https://www.econbiz.de/10009949720
Saved in:
2
Evaluating the Effect of Training on Wages in the Presence of Noncompliance, Nonemployment, and Missing Outcome Data
Frumento, Paolo
;
Mealli, Fabrizia
;
Pacini, Barbara
; …
- In:
Journal of the American Statistical Association : JASA
107
(
2012
)
498
,
pp. 450-467
Persistent link: https://www.econbiz.de/10009997385
Saved in:
3
VECTOR MULTIPLICATIVE ERROR MODELS: REPRESENTATION AND INFERENCE
Cipollini, Fabrizio
;
Engle, Robert F.
;
Gallo, Giampiero M.
-
2006
Persistent link: https://www.econbiz.de/10007399215
Saved in:
4
Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets
Gallo, Giampiero M.
;
Granger, Clive W.J.
;
Jeon, Yongll
- In:
IMF staff papers
49
(
2002
)
1
,
pp. 4-21
Persistent link: https://www.econbiz.de/10007478715
Saved in:
5
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10006747800
Saved in:
6
Market interdependence and financial volatility transmission in East Asia
Gallo, Giampiero M.
;
Velucchi, Margherita
- In:
International journal of finance & economics : IJFE
14
(
2009
)
1
,
pp. 24-44
Persistent link: https://www.econbiz.de/10008163080
Saved in:
7
Shrinkage estimation of semiparametric multiplicative error models
Brownlees, Christian T.
;
Gallo, Giampiero M.
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 365-379
Persistent link: https://www.econbiz.de/10008782047
Saved in:
8
Volatility transmission across markets: a Multichain Markov Switching model
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
Applied financial economics
17
(
2007
)
7-9
,
pp. 659-670
Persistent link: https://www.econbiz.de/10007751341
Saved in:
9
Volatility transmission across markets: a Multichain Markov Switching model
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
Applied financial economics
17
(
2007
)
8
,
pp. 659-670
Persistent link: https://www.econbiz.de/10007733598
Saved in:
10
Mixture processes for financial intradaily durations
DeLuca, Giovanni
;
Gallo, Giampiero M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
2
Persistent link: https://www.econbiz.de/10009949812
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