MARCHESE, MALVINA
MARCHESE, MALVINA
100012 - Dipartimento di Economia
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Risultati 1 - 4 di 4 (tempo di esecuzione: 0.011 secondi).
Do banks lend their umbrellas only when it’s sunny?
2016-01-01 Cucinelli, Doriana; Battista, Maria Luisa Di; Marchese, Malvina; Nieri, Laura
Forecasting oil proce volatilities with multivariate fractionally integrated asymmetric DCC models
2016-01-01 Marchese, Malvina; Trapani, Lorenzo
Whittle estimation of multivariate exponential volatility models with long memory
2015-01-01 Marchese, Malvina
Whittle Estimation of Multivariate GARCH models
In corso di stampa Marchese, Malvina
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Do banks lend their umbrellas only when it’s sunny? | 1-gen-2016 | Cucinelli, Doriana; Battista, Maria Luisa Di; Marchese, Malvina; Nieri, Laura | |
Forecasting oil proce volatilities with multivariate fractionally integrated asymmetric DCC models | 1-gen-2016 | Marchese, Malvina; Trapani, Lorenzo | |
Whittle estimation of multivariate exponential volatility models with long memory | 1-gen-2015 | Marchese, Malvina | |
Whittle Estimation of Multivariate GARCH models | In corso di stampa | Marchese, Malvina |