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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.

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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
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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. 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!]

  2. 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!]

  3. 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!]

  4. Castagnetti, Carolina & Rossi, Eduardo, 2008. "Euro corporate bonds risk factors," MPRA Paper 13440, University Library of Munich, Germany. [Downloadable!]

  5. Eduardo Rossi, 1995. "A multivariate GARCH model for exchange rates volatility," LIUC Papers in Economics 21, Cattaneo University (LIUC). [Downloadable!]


Articles

  1. 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)

  2. 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):
  1. NEP-ECM: Econometrics (3) 2009-01-03 2009-08-08 2009-08-16 Author is listed
  2. NEP-EEC: European Economics (1) 2009-02-28 Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2009-01-03 2009-08-08 Author is listed
  4. NEP-FMK: Financial Markets (2) 2009-02-28 2009-08-08 Author is listed
  5. NEP-FOR: Forecasting (2) 2009-01-03 2009-08-16 Author is listed
  6. NEP-ORE: Operations Research (1) 2009-01-03 Author is listed
  7. 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.