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Mixture processes for financial intradaily durations
DeLuca, Giovanni (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2
Persistent link: https://www.econbiz.de/10002651813
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A comparison of complementary automatic modeling methods : RETINA and PcGets
Pérez Amaral, Teodosio; Gallo, Giampiero M.; White, Halbert - In: Econometric theory 21 (2005) 1, pp. 262-277
Persistent link: https://www.econbiz.de/10002674720
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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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[Rezension von: Economics in theory and practice, ed. by Lawrence R. Klein ..]
Gallo, Giampiero M. - In: Southern economic journal 58 (1991) 1, pp. 287-288
Persistent link: https://www.econbiz.de/10001344623
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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
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A nonparametric Bayesian approach to detect the number of regimes in Markov switching models
Otranto, Edoardo; Gallo, Giampiero M. - In: Econometric reviews 21 (2002) 4, pp. 477-496
Persistent link: https://www.econbiz.de/10001718228
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Copycats and common swings : the impact of the use of forecasts in information sets
Gallo, Giampiero M.; Granger, C. W. J.; Jeon, Yongil - In: IMF staff papers 49 (2002) 1, pp. 4-21
Persistent link: https://www.econbiz.de/10001663876
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A flexible tool for model building : the relevant transformation of the inputs network approach (RETINA)
Pérez Amaral, Teodosio; Gallo, Giampiero M.; White, Halbert - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 821-838
Persistent link: https://www.econbiz.de/10001860180
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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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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