URGA, Giovanni Statistiche
URGA, Giovanni
Dipartimento di Scienze Aziendali
A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets
2022-01-01 Boffelli, Simona; Novotny, Jan; Urga, Giovanni
An econometric analysis of the banking crisis in Russia and Ukraine
2007-01-01 Meoli, Michele; Mertens, Alexander; Urga, Giovanni
Asymmetric Jump Beta Estimation with Implications for Portfolio Risk Management
2019-01-01 Alexeev, Vitali; Urga, Giovanni; Yao, Wenying
Asymptotics for panel models with common shocks
2006-01-01 Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni
Changes of Ownership and Minority Protection. Governance Lessons from the case of Telecom Italia
2008-01-01 Meoli, Michele; Paleari, Stefano; Urga, Giovanni
Combining p-values for Multivariate Predictive Ability Testing
2022-05-16 Spreng, Lars; Urga, Giovanni
Common Features in Economics and Finance. An Overview of Recent Developments
2007-01-01 Urga, Giovanni
Common Stochastic Trends and Aggregation in Heterogenous Panels
2007-01-01 Lazarová, Štěpána; Trapani, Lorenzo; Urga, Giovanni
Consistent Estimation of Time-Varying Loadings in High-Dimensional Factor Models
2019-01-01 Mikkelsen, Jakob Guldbæk; Hillebrand, Eric; Urga, Giovanni
Controlling shareholders and minority protection: governance lessons from the case of Telecom Italia
2008-01-01 Meoli, Michele; Paleari, Stefano; Urga, Giovanni
Copula-Based Tests for Cross-Sectional Independence in Panel Models
2008-01-01 Urga, Giovanni; Kao, Chihwa; Huang, Hongming
Evaluating Correlations in European Government Bond Spreads
2014-01-01 Boffelli, Simona; Urga, Giovanni
Evaluating the accuracy of value-at-risk forecasts: new multilevel tests
2014-01-01 Leccadito, Arturo; Boffelli, Simona; Urga, Giovanni
Financial Econometrics Using Stata
2016-01-01 Boffelli, Simona; Urga, Giovanni
Forecasting Using Heterogeneous Panels with Cross-Sectional Dependence
2020-01-01 Akgun, Oghuzan; Pirotte, Alain; Urga, Giovanni
Heterogeneity and Cross-Sectional Dependence in Panels: Heterogeneous vs. Homogeneous Estimators
2021-01-01 Akgun, Oguzhan; Pirotte, Alain; 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
Identification robust inference in cointegrating regressions
2014-01-01 Khalaf, Lynda; Urga, Giovanni
Identifying jumps in financial assets: a comparison between non parametric jump tests
2012-01-01 Dumitru, Ana Maria; Urga, Giovanni
Independent factor autoregressive conditional density model
2013-01-01 Ghalanos, Alexios; Rossi, Eduardo; Urga, Giovanni
| Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
|---|---|---|---|---|
| 1-gen-2022 | A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets | Boffelli, Simona; Novotny, Jan; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2007 | An econometric analysis of the banking crisis in Russia and Ukraine | Meoli, Michele; Mertens, Alexander; Urga, Giovanni | Working paper del Dipartimento di Ingegneria gestionale, dell'informazione e della produzione::Working papers at the Dep. of Economics and Technology Management (2004-2012) | |
| 1-gen-2019 | Asymmetric Jump Beta Estimation with Implications for Portfolio Risk Management | Alexeev, Vitali; Urga, Giovanni; Yao, Wenying | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2006 | Asymptotics for panel models with common shocks | Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni | Working paper del Dipartimento di Ingegneria gestionale, dell'informazione e della produzione::Working papers at the Dep. of Economics and Technology Management (2004-2012) | |
| 1-gen-2008 | Changes of Ownership and Minority Protection. Governance Lessons from the case of Telecom Italia | Meoli, Michele; Paleari, Stefano; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 16-mag-2022 | Combining p-values for Multivariate Predictive Ability Testing | Spreng, Lars; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2007 | Common Features in Economics and Finance. An Overview of Recent Developments | Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2007 | Common Stochastic Trends and Aggregation in Heterogenous Panels | Lazarová, Štěpána; Trapani, Lorenzo; 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 | |
| 1-gen-2008 | Controlling shareholders and minority protection: governance lessons from the case of Telecom Italia | Meoli, Michele; Paleari, Stefano; Urga, Giovanni | Working paper del Dipartimento di Ingegneria gestionale, dell'informazione e della produzione::Working papers at the Dep. of Economics and Technology Management (2004-2012) | |
| 1-gen-2008 | Copula-Based Tests for Cross-Sectional Independence in Panel Models | Urga, Giovanni; Kao, Chihwa; Huang, Hongming | 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 | 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-2016 | Financial Econometrics Using Stata | Boffelli, Simona; Urga, Giovanni | 1.3 Libri - Books::1.3.01 Monografie o trattati scientifici - Books | |
| 1-gen-2020 | Forecasting Using Heterogeneous Panels with Cross-Sectional Dependence | Akgun, Oghuzan; Pirotte, Alain; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2021 | Heterogeneity and Cross-Sectional Dependence in Panels: Heterogeneous vs. Homogeneous Estimators | Akgun, Oguzhan; Pirotte, Alain; Urga, Giovanni | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/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-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-2012 | Identifying jumps in financial assets: a comparison between non parametric jump tests | Dumitru, Ana Maria; 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 |