Pubblicazioni

Combining Multivariate Volatility Models

2018 - Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF 2018
Amendola, Alessandra; Braione, Manuela; Candila, Vincenzo; Storti, Giuseppe

Forecasting errors, directional accuracy and profitability of currency trading: The case of EUR/USD exchange rate,

2016 - JOURNAL OF FORECASTING
Cuaresma, J C; Costantini, M; Hlouskova, J.

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