Items where Author is "Gallo, Giampiero M."

Number of items: 2.
Article
  • Disentangling systematic and idiosyncratic dynamics in panels of volatility measures. Barigozzi, Matteo and Gallo, Giampiero M. and Brownlees, Christian T. and Veredas, David
    • Working paper
  • Disentangling systematic and idiosyncratic risk for large panels of assets. Barigozzi, Matteo and Brownlees, Christian T. and Gallo, Giampiero M. and Veredas, David