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Information about:
Margherita Velucchi

Personal Details | Affiliation | Works
This is information that was supplied by Margherita Velucchi in registering through RePEc. If you are Margherita Velucchi , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Margherita
Middle Name:
Last Name: Velucchi
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RePEc Short-ID: pve128

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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!]

  2. 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!]

  3. 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!]

  4. 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:

Articles

  1. 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:

  2. 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!]

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2007-10-27 Author is listed
  2. NEP-CSE: Economics of Strategic Management (1) 2007-10-27 Author is listed
  3. NEP-ECM: Econometrics (1) 2007-06-11 Author is listed
  4. NEP-EEC: European Economics (1) 2007-10-27 Author is listed
  5. NEP-ENT: Entrepreneurship (1) 2007-10-27 Author is listed
  6. NEP-ETS: Econometric Time Series (1) 2007-06-11 Author is listed
  7. NEP-HIS: Business, Economic & Financial History (1) 2007-06-11 Author is listed
  8. NEP-INO: Innovation (1) 2007-10-27 Author is listed
  9. NEP-MIC: Microeconomics (1) 2007-10-27 Author is listed
  10. NEP-MST: Market Microstructure (1) 2007-06-11 Author is listed
  11. NEP-TID: Technology & Industrial Dynamics (1) 2007-10-27 Author is listed
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This page was last updated on 2009-11-1.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.