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Information about:
Eduardo Rossi

Personal Details | Affiliation | Works

This is information that was supplied by Eduardo Rossi in registering through RePEc. If you are Eduardo Rossi , 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.

Other registered authors

Personal Details

First Name: Eduardo
Middle Name:
Last Name: Rossi
Suffix:

RePEc Short-ID: pro257

Email:
Homepage: http://economia.unipv.it/pagp/pagine_personali/erossi/rossi.htm
Postal Address:
Phone:

Affiliation

(in no particular order)

Dipartimento di Economia Politica e Metodi Quantitativi (Department of Political Economy and Quantitative Methods)
Facoltà di Economia (Faculty of Economics)
Università degli Studi di Pavia
Location: Pavia, Italy
Homepage: http://economia.unipv.it/eco-pol/index_pol.htm
Email:
Phone: +39/0382/506208
Fax: +39/0382/304226
Postal: Via S. Felice, 5 - 27100 Pavia
Handle: RePEc:edi:dppavit (registered authors at this institution)

Works

Working papers

Eduardo Rossi & Paolo Santucci de Magistris, 2009. "Long Memory and Tail dependence in Trading Volume and Volatility," CREATES Research Papers 2009-30, School of Economics and Management, University of Aarhus. [Downloadable!]
Eduardo Rossi & Paolo Santucci de Magistris, 2009. "A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility," CREATES Research Papers 2009-31, School of Economics and Management, University of Aarhus. [Downloadable!]
Rossi, Eduardo & Spazzini, Filippo, 2008. "Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis," MPRA Paper 12260, University Library of Munich, Germany. [Downloadable!]
Castagnetti, Carolina & Rossi, Eduardo, 2008. "Euro corporate bonds risk factors," MPRA Paper 13440, University Library of Munich, Germany. [Downloadable!]
Eduardo Rossi, 1995. "A multivariate GARCH model for exchange rates volatility," LIUC Papers in Economics 21, Cattaneo University (LIUC). [Downloadable!]

Articles

Riccardo Lucchetti & Eduardo Rossi, 2005. "Artificial regression testing in the GARCH-in-mean model," Econometrics Journal, Royal Economic Society, vol. 8(3), pages 306-322, December. [Downloadable!] (restricted)
Rossi, Eduardo & Zucca, Claudio, 2002. "Hedging Interest Rate Risk with Multivariate GARCH," Applied Financial Economics, Taylor and Francis Journals, vol. 12(4), pages 241-51, April. [Downloadable!] (restricted)

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-ECM: Econometrics (3) 2009-01-03 2009-08-08 2009-08-16 Author is listed
NEP-EEC: European Economics (1) 2009-02-28 Author is listed
NEP-ETS: Econometric Time Series (2) 2009-01-03 2009-08-08 Author is listed
NEP-FMK: Financial Markets (2) 2009-02-28 2009-08-08 Author is listed
NEP-FOR: Forecasting (2) 2009-01-03 2009-08-16 Author is listed
NEP-ORE: Operations Research (1) 2009-01-03 Author is listed
NEP-RMG: Risk Management (1) 2009-02-28 Author is listed

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This page was last updated on 2009-11-2.

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