COSTOLA, MICHELE
COSTOLA, MICHELE
Dipartimento di Scienze Statistiche
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Risultati 1 - 5 di 5 (tempo di esecuzione: 0.012 secondi).
Asymmetry and leverage in GARCH models: a News Impact Curve perspective
2019 Caporin, Massimiliano; Costola, Michele
Essays in Financial Econometrics
2013 Costola, Michele
Measuring the Behavioural Component of the S&P 500 and its Relationship to Financial Stress and Aggregated Earnings Surprises
2019 Caporin, Massimiliano; Corazzini, Luca; Costola, Michele
RATIONAL LEARNING FOR RISK-AVERSE INVESTORS BY CONDITIONING ON BEHAVIORAL CHOICES
2016 Costola, Michele; Caporin, Massimiliano
Volatility Forecasting in a Data Rich Environment
2020 Bernardi, Mauro; Bonaccolto, Giovanni; Caporin, Massimiliano; Costola, Michele
| Titolo | Data di pubblicazione | Autori | Rivista | Serie | Titolo libro |
|---|---|---|---|---|---|
| Asymmetry and leverage in GARCH models: a News Impact Curve perspective | 2019 | Caporin, MassimilianoCostola, Michele | APPLIED ECONOMICS | - | - |
| Essays in Financial Econometrics | 2013 | Costola, Michele | - | - | - |
| Measuring the Behavioural Component of the S&P 500 and its Relationship to Financial Stress and Aggregated Earnings Surprises | 2019 | Caporin, MassimilianoCorazzini, LucaCostola, Michele | BRITISH JOURNAL OF MANAGEMENT | - | - |
| RATIONAL LEARNING FOR RISK-AVERSE INVESTORS BY CONDITIONING ON BEHAVIORAL CHOICES | 2016 | COSTOLA, MICHELECAPORIN, MASSIMILIANO | ANNALS OF FINANCIAL ECONOMICS | - | - |
| Volatility Forecasting in a Data Rich Environment | 2020 | Mauro BernardiGiovanni BonaccoltoMassimiliano CaporinMichele Costola | - | - | Macroeconomic Forecasting in the Era of Big Data |