Pubblicazioni

Unconventional policies effects on stock market volatility: The MAP approach

2022 - JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS
Lacava, Demetrio; 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

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