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Modelling the impact of overnight surprises on intra-daily volatility
Gallo, Giampiero M. - In: Australian economic papers 40 (2001) 4, pp. 567-580
Persistent link: https://www.econbiz.de/10001982984
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In Plato's cave : sharpening the shadows of monetary announcements
Gallo, Giampiero M.; Marcellino, Massimiliano - 1996
Persistent link: https://www.econbiz.de/10000952221
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The impact of the use of forecasts in information sets
Gallo, Giampiero M.; Granger, C. W. J.; Jeon, Yongil - 1999
Persistent link: https://www.econbiz.de/10001412202
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The effects of trading activity on market volatility
Gallo, Giampiero M.; Pacini, Barbara - In: The European journal of finance 6 (2000) 2, pp. 163-175
Persistent link: https://www.econbiz.de/10001519368
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The impact of the use of forecasts in information sets
Gallo, Giampiero M.; Granger, C. W. J.; Jeon, Yongil - 1999
Persistent link: https://www.econbiz.de/10001429362
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A impact of the use of forecasts in information sets
Gallo, Giampiero M.; Granger, C. W. J.; Jeon, Yongil - In: European Monetary Union, emerging markets and …, (pp. 167-183). 2000
Persistent link: https://www.econbiz.de/10001549911
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A multiple indicators model for volatility using intra-daily data
Engle, Robert F.; Gallo, Giampiero M. - 2003
Persistent link: https://www.econbiz.de/10001852358
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Time-varying mixing weights in mixture autoregressive conditional duration models
De Luca, Giovanni; Gallo, Giampiero M. - In: Econometric reviews 28 (2009) 1/3, pp. 102-120
Persistent link: https://www.econbiz.de/10003800670
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Ex post and ex ante analysis of provisional data
Gallo, Giampiero M.; Marcellino, Massimiliano - In: Journal of forecasting 18 (1999) 6, pp. 421-433
Persistent link: https://www.econbiz.de/10001493973
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A multiple indicators model for volatility using intra-daily data
Engle, Robert F.; Gallo, Giampiero M. - In: Journal of econometrics 131 (2006) 1/2, pp. 3-27
Persistent link: https://www.econbiz.de/10003298558