Items where Author is "Gallo, Giampiero M."

Item Type No Grouping

Disentangling systematic and idiosyncratic dynamics in panels of volatility measures. Barigozzi, Matteo and Gallo, Giampiero M. and Brownlees, Christian T. and Veredas, David

Disentangling systematic and idiosyncratic risk for large panels of assets. Barigozzi, Matteo and Brownlees, Christian T. and Gallo, Giampiero M. and Veredas, David