Pubblicazioni

Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory

2025 - PHYSICA. A
Molero González, Laura; Cerqueti, Roy; Mattera, Raffaele; Sánchez Granero, Miguel Ángel; Trinidad Segovia, Juan Evangelista

Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory

2025 - PHYSICA. A
Molero González, Laura; Cerqueti, Roy; Mattera, Raffaele; Sánchez Granero, Miguel Ángel; Trinidad Segovia, Juan Evangelista

Useful spurious correlations

2023 -
Franchi, M.; Georgiev, I.; Paruolo, P.

Temporal disaggregation of business dynamics. New evidence for U.S. economy

2021 - JOURNAL OF MACROECONOMICS
Rossi, Lorenza; Zanetti Chini, Emilio

Testing beta-pricing models using large cross-sections

2020 - THE REVIEW OF FINANCIAL STUDIES
Zaffaroni, Paolo; Robotti, Cesare; Raponi, Valentina

Asymptotic theory for spectral density estimates of general multivariate time series

2018 - ECONOMETRIC THEORY
Wu, W. B.; Zaffaroni, P.

Factor augmented bridge models (FABM) and soft indicators to forecast italian industrial production

2016 - JOURNAL OF FORECASTING
Girardi, Alessandro; Guardabascio, Barbara; Ventura, Marco

Multiple Mortality Modeling in Poisson Lee Carter framework

2016 - COMMUNICATIONS IN STATISTICS. THEORY AND METHODS
D'Amato, Valeria; Haberman, S.; Piscopo, G.; Russolillo, Maria; Trapani, L.

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