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ECONOMETRICS AND STATISTICS
Risultati ricerca pubblicazioni

Risultati ricerca pubblicazioni

Evaluating restricted Common Factor models for non-stationary data

pubblicato su: ECONOMETRICS AND STATISTICS - 2020

Iorio Francesca Di, Fachin Stefano

A class of two-mode clustering algorithms in a fuzzy setting

pubblicato su: ECONOMETRICS AND STATISTICS - 2020

FERRARO MARIA BRIGIDA, GIORDANI Paolo, VICHI Maurizio

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

CATALOGO IRIS SAPIENZA

Anno

2020 (3) Apply 2020 filter

Tipo pubblicazione

01 Pubblicazione su rivista (3) Apply 01 Pubblicazione su rivista filter

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(-) Remove ECONOMETRICS AND STATISTICS filter ECONOMETRICS AND STATISTICS

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Keywords

GARCH–MIDAS (1) Apply GARCH–MIDAS filter
Non-stationary factor model (1) Apply Non-stationary factor model filter
polynomial fuzzifiers (1) Apply polynomial fuzzifiers filter
Realized volatility (1) Apply Realized volatility filter
restricted factor models (1) Apply restricted factor models filter
stationary bootstrap (1) Apply stationary bootstrap filter
two-mode clustering (1) Apply two-mode clustering filter
VIX (1) Apply VIX filter
volatility (1) Apply volatility filter

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