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Information about:
Eduardo Rossi

Personal Details | Affiliation | Works

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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 2009-12-9.

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.