URGA, Giovanni Statistiche

URGA, Giovanni  

Dipartimento di Scienze Economiche  

Mostra schede
Risultati 1 - 20 di 52 (tempo di esecuzione: 0.021 secondi).
Data di pubblicazione Titolo Autore/i Tipologia Documento allegato
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-2022 The contribution of (shadow) banks and real estate to systemic risk in China Bellavite Pellegrini, Carlo; Cincinelli, Peter; Meoli, Michele; Urga, Giovanni 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays
1-gen-2020 The Contribution of Shadow Insurance to Systemic Risk Leong Heng, Soon; Bellavite Pellegrini, Carlo; 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-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-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-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-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