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 0 0 0 95 0 0 1 350
A Two-Stage Estimator for Heterogeneous Panel Models with Common Factors 0 0 0 100 1 5 6 104
A multivariate GARCH model for exchange rates volatility 0 0 1 551 0 5 7 1,430
Chasing Volatility. A Persistent Multiplicative Error Model With Jumps 0 1 1 26 2 6 8 120
Chasing volatility - A persistent multiplicative error model with jumps 0 0 0 91 0 2 4 129
Conditional jumps in volatility and their economic determinants 0 0 0 63 0 3 4 200
Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach 0 0 2 109 1 2 17 232
Estimation methods in panel data models with observed and unobserved components: a Monte Carlo study 0 0 1 41 5 6 8 159
Estimation of long memory in integrated variance 0 0 0 49 1 3 6 160
Estimation of long memory in integrated variance 0 0 0 42 1 3 5 125
Euro corporate bonds risk factors 0 1 1 128 0 4 4 361
Fast Online Changepoint Detection 0 0 1 9 1 3 7 21
Independent Factor Autoregressive Conditional Density Model 0 0 0 138 2 2 4 387
Indirect inference with time series observed with error 0 1 1 56 0 3 4 88
Inference on Factor Structures in Heterogeneous Panels 0 0 0 10 2 3 3 56
Inference on Factor Structures in Heterogeneous Panels 0 0 0 77 2 5 5 189
Long Memory and Tail dependence in Trading Volume and Volatility 0 0 0 137 1 3 4 369
Long memory and Periodicity in Intraday Volatility 0 0 0 135 2 3 7 331
Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis 0 0 0 157 2 4 5 402
Structural Analysis With Mixed Frequency: Monetary Policy, Uncertainty And Gross Capital Flows 0 0 0 48 3 4 5 149
Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows 0 0 1 36 1 5 6 112
Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows 0 0 0 99 1 4 7 219
Testing for no factor structures: on the use of average-type and Hausman-type statistics 0 0 2 54 2 3 5 78
Volatility jumps and their economic determinants 0 0 0 70 0 5 8 154
Total Working Papers 0 3 11 2,321 30 86 140 5,925

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A No‐Arbitrage Fractional Cointegration Model for Futures and Spot Daily Ranges 0 0 0 0 1 4 4 79
A two-stage estimator for heterogeneous panel models with common factors 1 1 1 5 3 5 5 25
Artificial regression testing in the GARCH-in-mean model 0 0 0 111 0 4 4 460
Chasing volatility 0 0 1 21 1 5 8 105
EURO CORPORATE BOND RISK FACTORS 0 0 0 0 0 3 5 86
Efficient importance sampling maximum likelihood estimation of stochastic differential equations 0 0 0 19 3 4 6 151
Estimation of Long Memory in Integrated Variance 0 0 0 6 2 2 4 79
Hedging interest rate risk with multivariate GARCH 0 0 0 223 1 3 4 589
Independent Factor Autoregressive Conditional Density Model 0 0 2 11 0 3 6 85
Indirect inference with time series observed with error 0 0 0 6 3 4 5 31
Inference on factor structures in heterogeneous panels 0 1 1 23 2 4 6 101
Long Memory and Periodicity in Intraday Volatility 0 0 1 13 4 6 8 69
Long memory and tail dependence in trading volume and volatility 0 0 0 27 2 6 8 140
Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis 0 1 2 22 2 6 7 107
Structural analysis with mixed-frequency data: A model of US capital flows 0 0 1 16 2 3 12 74
Testing for no factor structures: On the use of Hausman-type statistics 0 0 1 8 1 1 2 79
The role of uncertainty in forecasting volatility comovements across stock markets 0 0 0 5 1 1 2 19
Univariate GARCH models: a survey (in Russian) 0 1 1 107 3 6 12 276
Volatility Jumps and Their Economic Determinants 0 0 1 9 0 1 8 83
Total Journal Articles 1 4 12 632 31 71 116 2,638

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Statistics updated 2026-01-09