Via Giovanni Paolo II, 132
Fisciano, Salerno 84084
University of Salerno
Social Development & Poverty, Financial Sector and Social Assistance, Regional Urban Development, Urban Economics, City to City Alliances, Urban Economic Development, Access to Finance, Urban Communities, National Urban Development Policies & Strategies
Tax Administration, Macro-Fiscal Policy, Tax Law, Economic Adjustment and Lending, Taxation & Subsidies, Tax Policy, International Trade and Trade Rules, Public Sector Economics, Public Financial Management, Public Finance Decentralization and Poverty Reduction
Financial markets, Realized volatility, Multiplicative Error Model, MIDAS, GARCH, HAR
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File name: SSRN-id3012554.pdf
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volatility evaluation, MGARCH, realized covariance, value-at-risk (VaR), forecasting
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