Scorri Autori Unibg
Risultati da 21 a 40 di 52
The asymptotic for panel models with common shocks
2012-01-01 Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni
On the use of cross-sectional measures of uncertainty
2013-01-01 Driver, Ciaran; Trapani, Lorenzo; Urga, Giovanni
Independent factor autoregressive conditional density model
2013-01-01 Ghalanos, Alexios; Rossi, Eduardo; Urga, Giovanni
Evaluating Correlations in European Government Bond Spreads
2014-01-01 Boffelli, Simona; Urga, Giovanni
Systemic Risk of European banks over the period 2006-2012
2014-01-01 BELLAVITE PELLEGRINI, Carlo; Meoli, Michele; Pellegrini, Laura; Urga, Giovanni
Evaluating the accuracy of value-at-risk forecasts: new multilevel tests
2014-01-01 Leccadito, Arturo; Boffelli, Simona; Urga, Giovanni
Identification robust inference in cointegrating regressions
2014-01-01 Khalaf, Lynda; Urga, Giovanni
Maximum non-extensive entropy block bootstrap for non-stationary processes
2015-01-01 Bergamelli, Michele; Novotny, Jan; Urga, Giovanni
True versus spurious long memory: some theoretical results and a Monte Carlo comparison
2015-01-01 Leccadito, Arturo; Rachedi, Omar; Urga, Giovanni
Trading price jump clusters in foreign exchange markets
2015-01-01 Novotný, Jan; Petrov, Dmitri; Urga, Giovanni
Macroannouncements, bond auctions and rating actions in the European government bond spreads
2015-01-01 Boffelli, Simona; Urga, Giovanni
Financial Econometrics Using Stata
2016-01-01 Boffelli, Simona; Urga, Giovanni
Modelling financial markets comovements during crises: a dynamic multi-factor approach
2016-01-01 Belvisi, Martin; Pianeti, Riccardo; Urga, Giovanni
High- and low-frequency correlations in European government bond spreads and their macroeconomic drivers
2016-01-01 Boffelli, Simona; Skintzi, Vasiliki D.; Urga, Giovanni
Money market funds, shadow banking and systemic risk in United Kingdom
2017-01-01 Bellavite Pellegrini, Carlo; Meoli, Michele; Urga, Giovanni
On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States
2018-01-01 Mogliani, Matteo; Urga, Giovanni
Testing for instability in covariance structures
2018-01-01 Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni
Testing for Co-Jumps in Financial Markets
2018-01-01 Novony, Jan; Urga, Giovanni
Systemic risk determinants in the European banking industry during financial crises, 2006-2012
2018-01-01 Pellegrini, Carlo Bellavite; Meoli, Michele; Pellegrini, Laura; Urga, Giovanni
Consistent Estimation of Time-Varying Loadings in High-Dimensional Factor Models
2019-01-01 Mikkelsen, Jakob Guldbæk; Hillebrand, Eric; Urga, Giovanni
| Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
|---|---|---|---|---|
| 1-gen-2012 | The asymptotic for panel models with common shocks | Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2013 | On the use of cross-sectional measures of uncertainty | Driver, Ciaran; Trapani, Lorenzo; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2013 | Independent factor autoregressive conditional density model | Ghalanos, Alexios; Rossi, Eduardo; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2014 | Evaluating Correlations in European Government Bond Spreads | Boffelli, Simona; Urga, Giovanni | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
| 1-gen-2014 | Systemic Risk of European banks over the period 2006-2012 | BELLAVITE PELLEGRINI, Carlo; Meoli, Michele; Pellegrini, Laura; Urga, Giovanni | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
| 1-gen-2014 | Evaluating the accuracy of value-at-risk forecasts: new multilevel tests | Leccadito, Arturo; Boffelli, Simona; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2014 | Identification robust inference in cointegrating regressions | Khalaf, Lynda; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2015 | Maximum non-extensive entropy block bootstrap for non-stationary processes | Bergamelli, Michele; Novotny, Jan; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2015 | True versus spurious long memory: some theoretical results and a Monte Carlo comparison | Leccadito, Arturo; Rachedi, Omar; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2015 | Trading price jump clusters in foreign exchange markets | Novotný, Jan; Petrov, Dmitri; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2015 | Macroannouncements, bond auctions and rating actions in the European government bond spreads | Boffelli, Simona; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2016 | Financial Econometrics Using Stata | Boffelli, Simona; Urga, Giovanni | 1.3 Libri - Books::1.3.01 Monografie o trattati scientifici - Books | |
| 1-gen-2016 | Modelling financial markets comovements during crises: a dynamic multi-factor approach | Belvisi, Martin; Pianeti, Riccardo; Urga, Giovanni | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
| 1-gen-2016 | High- and low-frequency correlations in European government bond spreads and their macroeconomic drivers | Boffelli, Simona; Skintzi, Vasiliki D.; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2017 | Money market funds, shadow banking and systemic risk in United Kingdom | Bellavite Pellegrini, Carlo; Meoli, Michele; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2018 | On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States | Mogliani, Matteo; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2018 | Testing for instability in covariance structures | Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2018 | Testing for Co-Jumps in Financial Markets | Novony, Jan; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2018 | Systemic risk determinants in the European banking industry during financial crises, 2006-2012 | Pellegrini, Carlo Bellavite; Meoli, Michele; Pellegrini, Laura; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2019 | Consistent Estimation of Time-Varying Loadings in High-Dimensional Factor Models | Mikkelsen, Jakob Guldbæk; Hillebrand, Eric; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays |
Risultati da 21 a 40 di 52
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