Francesco Roccazzella

Francesco Roccazzella

IÉSEG School of Management - Lille / France
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5226911
Institut d'Économie Scientifique et de Gestion
person_outline Francesco Roccazzella's MOST POPULAR ARTICLES
1-) Optimal and robust combination of forecasts via constrained optimization and shrinkageF Roccazzella, P Gambetti, F VrinsInternational Journal of Forecasting 38 (1), 97-116, 2022212022
2-) Meta-learning approaches for recovery rate predictionP Gambetti, F Roccazzella, F VrinsRisks 10 (6), 124, 2022122022
3-) Fragmentation in the European Monetary Union: Is it really over?B Candelon, A Luisi, F RoccazzellaJournal of International Money and Finance 122, 102545, 202262022
4-) Business Cycle and Realized Losses in the Consumer Credit IndustryF Roccazzella, W Distaso, FD VrinsAvailable at SSRN 4663161, 20231*2023
5-) Evaluating Inflation Forecasts in the Euro Area and the Role of the ECBB Candelon, F RoccazzellaJournal of Forecasting, 20242024