Sfoglia Area Scienze economiche per Soggetto "SECS-S/03 STATISTICA ECONOMICA"

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    • A novel approach to forecasting from non scalar DCC models 

      Cesale, Giancarlo (Universita degli studi di Salerno, 2016-03-17)
      Estimating and predicting joint second-order moments of asset portfolios is of huge impor- tance in many practical applications and, hence, modeling volatility has become a crucial issue in financial econometrics. In ...

    • Essays on the modelling and prediction of financial volatility and trading volumes 

      Naimoli, Antonio (Universita degli studi di Salerno, 2017-06-12)
      Aim of this thesis is to propose and discuss novel model specifications for predicting financial volatility and trading volumes using intra-daily information. Chapter 1 provides a literature overview on modelling financial ...

    • Macroeconomic implications of fiscal policy 

      Melina, Giovanni (Università degli Studi di Salerno, 2010-05-06)
      This thesis investigates the macroeconomics e ects of scal policy from a theoretical and empirical perspective. The rst part of the thesis surveys recent theoretical and empirical studies in the related literature. ...