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Giovedì, dalle ore 14.00 alle ore 16.00
| Insegnamento | Codice | Anno | Corso - Frequentare |
|---|---|---|---|
| MODELS FOR RISK AND FORECASTING | 10592804 | 2021/2022 | Finanza e assicurazioni - Finance and insurance |
| STATISTICA ECONOMICA | 98457 | 2020/2021 | Scienze economiche |
| MODELS FOR RISK AND FORECASTING | 10592804 | 2020/2021 | Finanza e assicurazioni - Finance and insurance |
| ANALISI DELLE SERIE STORICHE | 1016857 | 2019/2020 | Finanza e assicurazioni |
| STATISTICA ECONOMICA | 98457 | 2018/2019 | Scienze economiche |
| ANALISI DELLE SERIE STORICHE | 1016857 | 2016/2017 | Finanza e assicurazioni |
| Titolo | Rivista | Anno |
|---|---|---|
| Weighted Elo rating for tennis match predictions | EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 2021 |
| Multivariate Analysis of Cryptocurrencies | ECONOMETRICS | 2021 |
| Hypotheses testing in mixed–frequency volatility models: a bootstrap approach | 2021 | |
| Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach | RISKS | 2021 |
| A Model Confidence Set approach to the combination of multivariate volatility forecasts | INTERNATIONAL JOURNAL OF FORECASTING | 2020 |
| Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy | ADVANCES IN MANAGEMENT AND APPLIED ECONOMICS | 2020 |
| Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms | INTERNATIONAL JOURNAL OF BUSINESS AND SOCIAL SCIENCE | 2020 |
| Neural Networks and Betting Strategies for Tennis | RISKS | 2020 |
| Choosing between weekly and monthly volatility drivers within a Double Asymmetric GARCH-MIDAS model | 2020 | |
| Energy and non–energy Commodities: Spillover Effects on African Stock Markets | JOURNAL OF STATISTICAL AND ECONOMETRIC METHODS | 2020 |
| Adding MIDAS terms to Linear ARCH models in a Quantile Regression framework | 2020 | |
| Double Asymmetric GARCH-MIDAS model: new insights and results | 2020 | |
| Using mixed-frequency and realized measures in quantile regression | 2020 | |
| Do Agriculture Commodities Spill over onto Latin Stock Markets? | 2020 | |
| Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model | ECONOMETRICS AND STATISTICS | 2020 |
| On the asymmetric impact of macro–variables on volatility | ECONOMIC MODELLING | 2019 |
| Weighted ELO rating predictions in tennis | 2019 | |
| Estimating the Implied Probabilities in the Tennis Betting Market: A New Normalization Procedure | INTERNATIONAL JOURNAL OF SPORT FINANCE | 2018 |
| On the Volatility Spillover between Agricultural Commodities and Latin American Stock Markets | RISKS | 2018 |
| Combining Multivariate Volatility Models | 2018 |
Dipartimento
METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO, LA FINANZA
SSD
SECS-S/03