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Multi-period optimal asset allocation for a multi-currency hedged portfolio
Mignacca, Domenico; Meucci, Attilio - In: Computational methods in decision-making, economics and …, (pp. 3-14). 2010
Persistent link: https://www.econbiz.de/10009153104
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Building a synchronous common-cycle index for the European Union
Cubadda, Gianluca; Guardabascio, Barara; Hecq, Alain W. J. - In: Global interdependence, decoupling and recoupling, (pp. 37-51). 2014
Persistent link: https://www.econbiz.de/10010227076
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Measuring the sources of cyclical fluctuations in the G7 economies
Centoni, Marco; Cubadda, Gianluca; Hecq, Alain W. J. - In: Growth and cycle in the Euro-zone, (pp. 152-159). 2006
Persistent link: https://www.econbiz.de/10003412143
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Forecasting realized volatility measures with multivariate and univariate models : the case of the US banking sector
Cubadda, Gianluca; Hecq, Alain W. J.; Riccardo, Antonio - In: Financial mathematics, volatility and covariance modelling, (pp. 286-307). 2019
Persistent link: https://www.econbiz.de/10012249154