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About Aarhus University
Tommaso Proietti
International Fellow
Department of Economics and Business Economics
Fuglesangs Allé 4
8210 Aarhus V
Denmark
Department of Economics and Business Economics - CREATES
Fuglesangs Allé 4
8210 Aarhus V
Denmark
- Published
Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Generalized linear cepstral models for the spectrum of a time series
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
- Published
A class of periodic trend models for seasonal time series
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
ID: 56247599