Pubblicazioni

Double Asymmetric GARCH-MIDAS model: new insights and results

2020 - Book of short Papers SIS 2020
Amendola, Alessandra; Candila, Vincenzo; Maria Gallo, Giampiero

Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model

2020 - ECONOMETRICS AND STATISTICS
Amendola, Alessandra; Candila, Vincenzo; Giampiero Maria, Gallo

© Università degli Studi di Roma "La Sapienza" - Piazzale Aldo Moro 5, 00185 Roma