Sfoglia per Autore
Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment
2012-01-01 Khalifa, A.; Hammoudeh, M.; Otranto, Edoardo
The Markov Switching Asymmetric Multiplicative Error Model
2012-01-01 Gallo, G. M.; Otranto, Edoardo
Realized Volatility and Change of Regimes
2012-01-01 Gallo, G. M.; Otranto, Edoardo
MODEL EFFECT ON PROJECTED MORTALITY INDICATORS
2012-01-01 Debon, A.; Haberman, S.; Montes, F.; Otranto, Edoardo
VOLATILITY TRANSMISSION ACROSS CURRENCY, COMMODITY AND EQUITY MARKETS UNDER MULTICHAIN REGIME SWITCHING: IMPLICATIONS FOR HEDGING AND PORTFOLIO ALLOCATION
2012-01-01 Khalifa, A. A. A.; Hammoudeh, S.; Otranto, Edoardo; Ramchander, S.
The factorial asymmetric multiplicative error model: preliminary results
2012-01-01 Otranto, Edoardo
Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors
2012-01-01 C., Detotto; Otranto, Edoardo
A GARCH-Variance Dependent Approach to Modelize Dynamic Conditional Correlations
2012-01-01 Otranto, Edoardo
Financial Clustering in Presence of Dominant Markets
2013-01-01 R., Gargano; Otranto, Edoardo
Modeling the Dependence of Conditional Correlations on Volatility
2013-01-01 Bauwens, L.; Otranto, Edoardo
Volatility swings in the US financial markets
2013-01-01 Gallo, G. M.; Otranto, Edoardo
Volatility Dependent Conditional Correlation Models
2013-01-01 Bauwens, L.; Otranto, Edoardo
Volatility clustering in the presence of time-varying model parameters
2013-01-01 Otranto, Edoardo
Spatial Effects in Dynamic Conditional Correlations
2014-01-01 Otranto, Edoardo; M., Mucciardi; P., Bertuccelli
Patterns of Volatility Transmissions within Regime Switching across GCC and Global Markets
2014-01-01 A., Khalifa; S., Hammoudeh; Otranto, Edoardo
Extracting Portfolio Management Strategies from Volatility Transmission Models in Regime-changing Environments: Evidence from GCC and Global Markets
2014-01-01 A., Khalifa; S., Hammoudeh; Otranto, Edoardo
Adding flexibility to Markov Switching Models
2015-01-01 Otranto, Edoardo
Forecasting Realized Volatility with Changing Average Levels
2015-01-01 G. M., Gallo; Otranto, Edoardo
Capturing the Spillover Effect with Multiplicative Error Models
2015-01-01 Otranto, Edoardo
Financial clustering in presence of dominant markets
2015-01-01 Otranto, Edoardo; Garganoromana,
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile