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Comparison of volatility measu...
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Gallo, Giampiero M.
189
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46
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45
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40
Cipollini, Fabrizio
39
Otranto, Edoardo
24
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14
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Jeon, Yongil
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Gallo, Giampiero
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1
On variable selection for volatility forecasting : the role of focused selection criteria
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 513-539
Persistent link: https://www.econbiz.de/10003778985
Saved in:
2
Shrinkage estimation of semiparametric multiplicative error models
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 365-378
Persistent link: https://www.econbiz.de/10009247496
Saved in:
3
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
Saved in:
4
Intra-daily volume modeling and prediction for algoritmic trading
Brownlees, Christian
;
Cipollini, Fabrizio
;
Gallo, …
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 489-518
Persistent link: https://www.econbiz.de/10010218256
Saved in:
5
Prediction in nonlinear models with data uncertainty
Gallo, Giampiero M.
-
1989
Persistent link: https://www.econbiz.de/10000803057
Saved in:
6
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
Saved in:
7
[Rezension von: Cappuccio, N., ..., Econometria]
Gallo, Giampiero M.
- In:
Note economiche : rivista economica del Monte dei …
23
(
1993
)
1
,
pp. 217-220
Persistent link: https://www.econbiz.de/10001346270
Saved in:
8
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
Saved in:
9
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/10003807461
Saved in:
10
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/10003491212
Saved in:
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