Pubblicazioni

On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS

2021 - Mathematical and Statistical Methods for Actuarial Sciences and Finance eMAF2020
Amendola, Alessandra; Candila, Vincenzo; Cipollini, Fabrizio; Gallo, Giampiero M.

On classifying the effects of policy announcements on volatility

2021 - INTERNATIONAL JOURNAL OF APPROXIMATE REASONING
Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo

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