Rossi Eduardo
Rossi Eduardo
Verified email at unipv.it
Title
Cited by
Cited by
Year
Long memory and tail dependence in trading volume and volatility
E Rossi, PS De Magistris
Journal of Empirical Finance 22, 94-112, 2013
642013
Long memory and tail dependence in trading volume and volatility
E Rossi, PS De Magistris
Journal of Empirical Finance 22, 94-112, 2013
642013
Long memory and periodicity in intraday volatility
E Rossi, D Fantazzini
Journal of Financial Econometrics 13 (4), 922-961, 2015
482015
Volatility jumps and their economic determinants
M Caporin, E Rossi, PS Magistris
Journal of Financial Econometrics 14 (1), 29-80, 2015
372015
Independent factor autoregressive conditional density model
A Ghalanos, E Rossi, G Urga
Econometric Reviews 34 (5), 594-616, 2015
332015
Euro corporate bond risk factors
C Castagnetti, E Rossi
Journal of Applied Econometrics 28 (3), 372-391, 2013
282013
Euro corporate bond risk factors
C Castagnetti, E Rossi
Journal of Applied Econometrics 28 (3), 372-391, 2013
282013
Hedging interest rate risk with multivariate GARCH
E Rossi, C Zucca
Applied Financial Economics 12 (4), 241-251, 2002
272002
Impulse response functions
E Rossi
Notes for a Lecture on Econometrics, 2011
212011
Inference on factor structures in heterogeneous panels
C Castagnetti, E Rossi, L Trapani
Journal of econometrics 184 (1), 145-157, 2015
202015
A no‐arbitrage fractional cointegration model for futures and spot daily ranges
E Rossi, P Santucci de Magistris
Journal of Futures Markets 33 (1), 77-102, 2013
192013
Lecture notes on GARCH models
E Rossi
University of Pavia, March, 2004
192004
Chasing volatility: A persistent multiplicative error model with jumps
M Caporin, E Rossi, PS De Magistris
Journal of econometrics 198 (1), 122-145, 2017
182017
Chasing volatility: A persistent multiplicative error model with jumps
M Caporin, E Rossi, PS De Magistris
Journal of econometrics 198 (1), 122-145, 2017
182017
Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis
E Rossi, F Spazzini
Computational statistics & data analysis 54 (11), 2786-2800, 2010
182010
Estimation of long memory in integrated variance
E Rossi, P Santucci de Magistris
Econometric Reviews 33 (7), 785-814, 2014
162014
Univariate GARCH models: a survey (in Russian)
E Rossi
Quantile, 1-67, 2010
132010
Efficient importance sampling maximum likelihood estimation of stochastic differential equations
S Pastorello, E Rossi
Computational statistics & data analysis 54 (11), 2753-2762, 2010
92010
Finite sample results of range-based integrated volatility estimation
E Rossi, F Spazzini
CEA, Cass Business School, 2009
82009
Artificial regression testing in the GARCH‐in‐mean model
R Lucchetti, E Rossi
The Econometrics Journal 8 (3), 306-322, 2005
72005
The system can't perform the operation now. Try again later.
Articles 1–20