Volatility jumps and the classification of monetary policy announcements

Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS

Measuring the Effects of Unconventional Policies on Stock Market Volatility

Reducing Bias in a Matching Estimation of Endogenous Treatment Effect

Clustering Space-Time Series: A Flexible STAR Approach

Adding Flexibility to Markov Switching Models

Financial Clustering in Presence of Dominant Markets

Spillover Effects in the Volatility of Financial Markets

Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation

Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment

Cycles in Crime and Economy Revised

Classification of Volatility in Presence of Changes in Model Parameters

A Time Varying Parameter Approach to Analyze the Macroeconomic Consequences of Crime

Does crime affect the economic Growth?

A Realistic Model for Official Interest Rates

Identifying Financial Time Series with Similar Dynamic Conditional Correlation

Time Varying Hidden Markov Model with Latent Information

Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models

Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach

Transition Economies: 21st Century Issues and Challenges.

Mathematical and Statistical methods for Insurance and Finance

Imputation of Missing Values for Longitudinal Data: an Application to the Italian Building Permits

"Frontiers in Time Series Analysis" Oxford Bulletin of Economics and Statistics

Continuous Time Models to Extract a Signal in Presence of irregular Surveys