Browsing All of EconStor by Author Calonaci, Fabio
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2019 | Long memory, realized volatility and HAR models | Baillie, Richard; Calonaci, Fabio; Cho, Dooyeon; Rho, Seunghwa |
2019 | Hierarchical time varying estimation of a multi factor asset pricing model | Baillie, Richard; Calonaci, Fabio; Kapetanios, George |
2022 | Hierarchical time-varying estimation of asset pricing models | Baillie, Richard; Calonaci, Fabio; Kapetanios, George |