Pubblicazioni

Spatial dependence in the dynamics of the 2020 Presidential election polls trackers

2025 - SUSTAINABILITY, INNOVATION AND DIGITALIZATION: Statistical Measurement for Economic Analysis
Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo

Smooth and abrupt dynamics in financial volatility: the MS-MEM-MIDAS

2022 - SIS 2022: Book of the Short Papers
Gallo, Giampiero M.; Otranto, Edoardo; Scaffidi Domianello, Luca

Realized Volatility Forecasting: Robustness to Measurement Errors

2021 - INTERNATIONAL JOURNAL OF FORECASTING
Cipollini, Fabrizio; Gallo, Giampiero M.; Otranto, Edoardo

Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach

2018 - JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS
Gallo, Giampiero M.; Otranto, Edoardo

Interconnected risk contributions: a heavy tail approach to analyze U.S. financial sectors

2015 - JOURNAL OF RISK AND FINANCIAL MANAGEMENT
Petrella, Lea; Bernardi, Mauro

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