Pubblicazioni
Choosing the frequency of volatility components within the Double Asymmetric GARCHâMIDASâX model
2020 - ECONOMETRICS AND STATISTICS
Amendola, Alessandra; Candila, Vincenzo; Giampiero Maria, Gallo
2020 - Book of Short Papers-SIS 2020
Gallo, G. M.; Lacava, D.; Otranto, E.
2020 -
Lacava, Demetrio; Gallo, Giampiero M.; Otranto, Edoardo