Concepedia

Eduardo Rossi

ER

Statistics

Publications

13

Citations

306

H-Index

11

Active since

2002

Affiliations

University of Pavia(Current)

Aarhus University

University of Padua

Eduardo Rossi is an author at University of Pavia specializing in financial economics, business, and finance.

Publications per year

2002–2017

13

Publications

13

Long Memory and Periodicity in Intraday Volatility

Eduardo Rossi, Dean Fantazzini · Journal of Financial Econometrics · 2014 · 58 citations

Business, Economics, Finance +17

Independent Factor Autoregressive Conditional Density Model

Alexios Ghalanos, Eduardo Rossi, Giovanni Urga · Econometric Reviews · 2013 · 38 citations

Business, Finance, Financial Management +16

Volatility Jumps and Their Economic Determinants

Massimiliano Caporin, Eduardo Rossi, Paolo Santucci de Magistris · Journal of Financial Econometrics · 2014 · 34 citations · Full text

Business, Finance, Financial Econometrics +16

Chasing volatility

Massimiliano Caporin, Eduardo Rossi, Paolo Santucci de Magistris · Journal of Econometrics · 2017 · 26 citations

Inference on factor structures in heterogeneous panels

Carolina Castagnetti, Eduardo Rossi, Lorenzo Trapani · Journal of Econometrics · 2014 · 24 citations · Full text

Social Sciences, Biostatistics, Causal Inference +11

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