Pubblicazioni
2020 - ECONOMETRICS AND STATISTICS
2020 - ECONOMETRICS AND STATISTICS
Iorio, Francesca Di; Fachin, Stefano
Choosing the frequency of volatility components within the Double Asymmetric GARCHâMIDASâX model
2020 - ECONOMETRICS AND STATISTICS
Amendola, Alessandra; Candila, Vincenzo; Giampiero Maria, Gallo