CATANIA, LEOPOLDO
CATANIA, LEOPOLDO
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Forecasting cryptocurrencies under model and parameter instability
2019-01-01 Catania, L; Grassi, S; Ravazzolo, F
Forecasting cryptocurrency volatility
2022-09-01 Catania, L; Grassi, S
Forecasting volatility with time-varying leverage and volatility of volatility effects
2020-01-01 Catania, L; Proietti, T
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
2023-01-01 Belotti, F; Casini, A; Catania, L; Grassi, S; Perron, P
| Data di pubblicazione | Titolo | Autore(i) | Tipo | File |
|---|---|---|---|---|
| 1-gen-2019 | Forecasting cryptocurrencies under model and parameter instability | Catania, L; Grassi, S; Ravazzolo, F | Articolo su rivista | |
| 1-set-2022 | Forecasting cryptocurrency volatility | Catania, L; Grassi, S | Articolo su rivista | |
| 1-gen-2020 | Forecasting volatility with time-varying leverage and volatility of volatility effects | Catania, L; Proietti, T | Articolo su rivista | |
| 1-gen-2023 | Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings | Belotti, F; Casini, A; Catania, L; Grassi, S; Perron, P | Articolo su rivista |