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Volatilité conditionnelle, signaux d'échange et perception du risque

Gallo, Giampiero M. - In: Economie & prévision : EP (1996), pp. 207-220

Persistent link: https://www.econbiz.de/10001208681

Gallo, Giampiero M.; Pacini, Barbara - In: Nonlinear econometric modeling in time series : …, (pp. 31-59). 2000

Persistent link: https://www.econbiz.de/10001532219

Time-varying sign-switching risk perception on foreign exchange markets

Gallo, Giampiero M.; Pacini, Barbara - 1995

Persistent link: https://www.econbiz.de/10000929236

Early news is good news : the effects of market opening on market volatility

Gallo, Giampiero M.; Pacini, Barbara - 1998

Persistent link: https://www.econbiz.de/10000993737

Early news is good news : the effects of market opening on market volatility

Gallo, Giampiero M. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4

Persistent link: https://www.econbiz.de/10001769681

Gallo, Giampiero M.; Pacini, Barbara - 1995

Persistent link: https://www.econbiz.de/10000912459

Early news is good news : the effects of market opening on market volatility

Gallo, Giampiero M.; Pacini, Barbara - 1998

Persistent link: https://www.econbiz.de/10013420167

Gallo, Giampiero M.; Pacini, Barbara - 1995

Persistent link: https://www.econbiz.de/10013420247

Forecast error decomposition in a nonlinear model with provisional data

Gallo, Giampiero M. - In: Annales d'économie et de statistique (1991), pp. 103-128

Persistent link: https://www.econbiz.de/10001113028

The impact of the use of forecasts in information sets

Gallo, Giampiero M.; Granger, Clive William John; Jeon, … - 1999

We analyze the properties of multiperiod forecasts which are formulated by a number of companies for a fixed horizon ahead which moves each month one period closer and are collected and diffused each month by some polling agency. Some descriptive evidence and a formal model suggest that knowing...

Persistent link: https://www.econbiz.de/10010301760