Personal Details
First Name: Margherita
Middle Name:
Last Name: Velucchi
Suffix:
RePEc Short-ID: pve128
Email:
Homepage:
Postal Address:
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Affiliation
(in no particular order)
Dipartimento di Statistica "G. Parenti" (Department of Statistics)
Università degli Studi di Firenze
Location: Firenze, Italy
Homepage: http://www.ds.unifi.it/
Email:
Phone: +39 055 4237 217
Fax: +39 055 4223560
Postal: Viale G.B. Morgagni 59, 50134 Firenze
Handle: RePEc:edi:dsfirit (registered authors at this institution)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi, 2008.
"A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets,"
Econometrics Working Papers Archive
wp2008_09, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
[Downloadable!]
- Giampiero Gallo & Margherita Velucchi, 2007.
"On the Interaction between Ultra–high Frequency Measures of Volatility,"
Econometrics Working Papers Archive
wp2007_01, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
[Downloadable!]
- Margherita Velucchi, 2007.
"Regime Switching: Italian Financial Markets over a Century,"
Econometrics Working Papers Archive
wp2007_03, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
[Downloadable!]
Published as: - Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2007.
"Size, Innovation and Internationalization: A Survival Analysis of Italian Firms,"
Working Papers Series
wp2007_07, Universita' degli Studi di Firenze, Dipartimento di Scienze Economiche.
[Downloadable!]
Articles
- Giampiero M. Gallo & Margherita Velucchi, 2009.
"Market interdependence and financial volatility transmission in East Asia,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 14(1), pages 24-44.
[Downloadable!]
- Margherita Velucchi, 2009.
"Regime switching: Italian financial markets over a century,"
Statistical Methods and Applications,
Springer, vol. 18(1), pages 67-86, March.
[Downloadable!] (restricted)
Other versions:
NEP Fields
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-BEC: Business Economics (1) 2007-10-27 Author is listed
- NEP-CSE: Economics of Strategic Management (1) 2007-10-27 Author is listed
- NEP-ECM: Econometrics (1) 2007-06-11 Author is listed
- NEP-EEC: European Economics (1) 2007-10-27 Author is listed
- NEP-ENT: Entrepreneurship (1) 2007-10-27 Author is listed
- NEP-ETS: Econometric Time Series (1) 2007-06-11 Author is listed
- NEP-HIS: Business, Economic & Financial History (1) 2007-06-11 Author is listed
- NEP-INO: Innovation (1) 2007-10-27 Author is listed
- NEP-MIC: Microeconomics (1) 2007-10-27 Author is listed
- NEP-MST: Market Microstructure (1) 2007-06-11 Author is listed
- NEP-TID: Technology & Industrial Dynamics (1) 2007-10-27 Author is listed
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This page was last updated on 2009-6-25.
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