PEDIO, MANUELA

PEDIO, MANUELA  

DIPARTIMENTO DI ECONOMIA, METODI QUANTITATIVI E STRATEGIE DI IMPRESA  

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Risultati 1 - 14 di 14 (tempo di esecuzione: 0.017 secondi).
Titolo Tipologia Data di pubblicazione Autori File
Chapter 2: Natural Language Processing and Stock Returns 03 - Contributo in libro 2024 Pedio M.
The dynamics of returns predictability in cryptocurrency markets 01 - Articolo su rivista 2023 Pedio M. +
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis 01 - Articolo su rivista 2023 Pedio M. +
Forecasting: theory and practice 01 - Articolo su rivista 2022 Paccagnini A.Pedio M. +
Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns 01 - Articolo su rivista 2022 Pedio M. +
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes 01 - Articolo su rivista 2021 Pedio M. +
Essays on the Time Series and Cross-Sectional Predictive Power of Network-Based Volatility Spillover Measures 07 - Tesi di dottorato Bicocca post 2009 2021 PEDIO, MANUELA
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help? 01 - Articolo su rivista 2021 Pedio M. +
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit 01 - Articolo su rivista 2021 Pedio M. +
Sharpening the accuracy of credit scoring models with machine learning algorithms 03 - Contributo in libro 2021 Pedio M. +
Time-varying price discovery in sovereign credit markets 01 - Articolo su rivista 2021 Pedio M. +
Can Big Data Help to Predict Conditional Stock Market Volatility? An Application to Brexit 02 - Intervento a convegno 2020 Pedio M. +
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas? 01 - Articolo su rivista 2020 Manuela Pedio +
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models 01 - Articolo su rivista 2019 Pedio M. +