Access Statistics for Eduardo Rossi
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility | 5 | 14 | 23 | 23 | 9 | 24 | 32 | 32 |
| A multivariate GARCH model for exchange rates volatility | 3 | 8 | 37 | 408 | 7 | 16 | 70 | 1,060 |
| Euro corporate bonds risk factors | 2 | 7 | 65 | 65 | 5 | 25 | 109 | 109 |
| Long Memory and Tail dependence in Trading Volume and Volatility | 6 | 28 | 54 | 54 | 11 | 58 | 79 | 79 |
| Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis | 1 | 13 | 75 | 75 | 4 | 28 | 125 | 125 |
| Total Working Papers | 17 | 70 | 254 | 625 | 36 | 151 | 415 | 1,405 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Artificial regression testing in the GARCH-in-mean model | 1 | 4 | 14 | 97 | 2 | 12 | 43 | 317 |
| Hedging Interest Rate Risk with Multivariate GARCH | 2 | 6 | 27 | 179 | 6 | 12 | 61 | 486 |
| Total Journal Articles | 3 | 10 | 41 | 276 | 8 | 24 | 104 | 803 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Swedish Business School at Örebro University.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail