Extracting a common cycle from series with different frequency : an application to the Italian economy

von Otranto, Edoardo
Veröffentlicht in Journal of business cycle measurement and analysis (2005)

The multi-chain Markov switching model

von Otranto, Edoardo
Veröffentlicht in Journal of forecasting (2005)

Extracting a Common Cycle from Series with Different Frequency : An Application to the Italian Economy

von Otranto, Edoardo
Veröffentlicht 2006

Does crime affect economic growth?

von Detotto, Claudio
Veröffentlicht in Kyklos (2010)

Models to date the business cycle : the Italian case

von Bruno, Giancarlo
Veröffentlicht in Economic modelling (2008)

Modeling the dependence of conditional correlations on market volatility

von Bauwens, Luc
Veröffentlicht in Journal of business & economic statistics (2016)

The choice of time interval in seasonal adjustment : characterization and tools

von Bruno, Giancarlo
Veröffentlicht 2001

Nonlinearities and regimes in conditional correlations with different dynamics

von Bauwens, Luc
Veröffentlicht in Journal of econometrics (2020)

Evaluating the risk of pension funds by statistical procedures

von Otranto, Edoardo
Veröffentlicht in Transition economies (2008)

The choice of time interval in seasonal adjustment : a heuristic approach

von Bruno, Giancarlo
Veröffentlicht in Statistical papers (2006)

Classifying Italian pension funds via GARCH distance

von Otranto, Edoardo
Veröffentlicht in Mathematical and statistical methods in insurance and finance (2008)

A nonparametric Bayesian approach to detect the number of regimes in Markov switching models

von Otranto, Edoardo
Veröffentlicht in Econometric reviews (2002)

Forecasting realized volatility with changing average levels

von Gallo, Giampiero M.
Veröffentlicht in International journal of forecasting (-2015)

Inflazione in Italia (1970 - 1996) : non linearità, asimmetrie e cambiamenti di regime

von Gallo, Giampiero M.
Veröffentlicht in Ricerche quantitative per la politica economica 1997 (1999)

Volatility transmission across markets : a multichain Markov switching model

von Gallo, Giampiero M.
Veröffentlicht in Applied financial economics (2007)

Realized volatility forecasting : Robustness to measurement errors

von Cipollini, Fabrizio
Veröffentlicht in International journal of forecasting (2021)

Frontiers in time series analysis : introduction

von Banerjee, Anindya
Veröffentlicht in Oxford bulletin of economics and statistics (2006)

A realistic model for official interest rate movements and their consequences

von Tena Horrillo, Juan de Dios
Veröffentlicht in Applied economics (2011)

Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets

von Khalifa, Ahmed A. A.
Veröffentlicht in Economic modelling (2014)

Volatility transmission across currencies and commodities with US uncertainty measures

von Khalifa, Ahmed A. A.
Veröffentlicht in The North American journal of economics and finance (2016)