Edoardo Otranto | Ricerc@Sapienza

Pubblicazioni

Titolo	Pubblicato in	Anno
Models with Time-Varying Parameters for Realized Covariance	Book of Short Papers-SIS 2020	2020
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics	JOURNAL OF ECONOMETRICS	2020
Forecasting the macro determinants of bank credit quality: a non-linear perspective	JOURNAL OF RISK FINANCE	2020
Measuring the Effects of Unconventional Policies on Stock Market Volatility		2020
Measuring the Effect of Unconventional Monetary Policies on Market Volatility	International Conference on Time Series and Forecasting - Book of Abstract	2019
Clustering space-time series: FSTAR as a flexible STAR approach	ADVANCES IN DATA ANALYSIS AND CLASSIFICATION	2019
Measuring the Effect of Unconventional Monetary Policies on Market Volatility	International Conference on Time Series and Forecasting - Proceedings of Papers	2019
Bias Reduction in a Matching Estimation of Treatment Effect	Book of Short Papers SIS 2018	2018
Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach	JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS	2018
REDUCING BIAS IN A MATCHING ESTIMATION OF ENDOGENOUS TREATMENT EFFECT		2018