ROSSI, EDUARDO
ROSSI, EDUARDO
Dipartimento Scienze Economiche e Sociali
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Risultati 1 - 3 di 3 (tempo di esecuzione: 0.003 secondi).
A Structural Matrix Autoregressive Model for the Joint Dynamics of Volume, Volatility, and Returns
2026-01-01 Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo
Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach
2019-01-01 Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo
The role of uncertainty in forecasting volatility comovements across stock markets
2023-01-01 Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A Structural Matrix Autoregressive Model for the Joint Dynamics of Volume, Volatility, and Returns | 1-gen-2026 | Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo | |
| Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach | 1-gen-2019 | Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo | |
| The role of uncertainty in forecasting volatility comovements across stock markets | 1-gen-2023 | Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo |