Pubblicazioni

Multivariate Analysis of Cryptocurrencies

2021 - ECONOMETRICS
Candila, Vincenzo

Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach

2021 - JOURNAL OF RISK AND FINANCIAL MANAGEMENT
Fallanca, Maria Grazia; Forgione, Antonio Fabio; Otranto, Edoardo

Models with Time-Varying Parameters for Realized Covariance

2020 - Book of Short Papers-SIS 2020
Bauwens, L.; Otranto, E.

Time varying correlation: key indicator in finance

2017 - Handbook of Recent Advances in Commodity and Financial Modeling
D'Ecclesia, Rita Laura; Kondi, Denis

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