Rossi Eduardo

Rossi Eduardo

Università degli Studi di Pavia - Pavia / Italy
Economics & Econometrics / Economics
AD Scientific Index ID: 1857251
University of Pavia
person_outline Rossi Eduardo's MOST POPULAR ARTICLES
1-) Long memory and tail dependence in trading volume and volatilityE Rossi, PS De MagistrisJournal of Empirical Finance 22, 94-112, 2013732013
2-) Long memory and periodicity in intraday volatilityE Rossi, D FantazziniJournal of Financial Econometrics 13 (4), 922-961, 2015622015
3-) Volatility jumps and their economic determinantsM Caporin, E Rossi, PS MagistrisJournal of Financial Econometrics 14 (1), 29-80, 2015482015
4-) Independent factor autoregressive conditional density modelA Ghalanos, E Rossi, G UrgaEconometric Reviews 34 (5), 594-616, 2015462015
5-) Euro corporate bond risk factorsC Castagnetti, E RossiJournal of Applied Econometrics 28 (3), 372-391, 2013372013