Risultati ricerca pubblicazioni

The influence of voluntary disclosure on the volatility of firms from a multi-stakeholder perspective

pubblicato su: INTERNATIONAL JOURNAL OF MANAGERIAL AND FINANCIAL ACCOUNTING - 2017
Coluccia Daniela, Fontana Stefano, Solimene Silvia

Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model

pubblicato su: Nonparametric Statistics - 2020
Amendola Alessandra, Candila Vincenzo, Maria Gallo Giampiero

Double Asymmetric GARCH-MIDAS model: new insights and results

pubblicato su: Book of short papers SIS 2020 - 2020
Amendola Alessandra, Candila Vincenzo, Maria Gallo Giampiero

Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model

pubblicato su: ECONOMETRICS AND STATISTICS - 2020
Amendola Alessandra, Candila Vincenzo, Giampiero Maria Gallo

On the asymmetric impact of macro–variables on volatility

pubblicato su: ECONOMIC MODELLING - 2019
Amendola Alessandra, Candila Vincenzo, Maria Gallo Giampiero

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