Alessandro Palandri

DCU Business School

Lecturer

Dublin 9

Ireland

SCHOLARLY PAPERS

9

DOWNLOADS

870

SSRN CITATIONS
Rank 41,297

SSRN RANKINGS

Top 41,297

in Total Papers Citations

5

CROSSREF CITATIONS

13

Scholarly Papers (9)

When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?

Review of Finance, Forthcoming, EFA 2008 Athens Meetings Paper, WBS Finance Group Research Paper No. 93
Number of pages: 49 Posted: 17 Mar 2008 Last Revised: 23 Dec 2019
Warwick Business School - Finance Group, DCU Business School, Rotterdam School of Management, Erasmus University and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 289 (132,759)
Citation 1

Abstract:

Loading...

Public-to-Private Transactions, Private Equity, Corporate Governance

2.

Up and Down Volatilities and Their Dynamics

WBS Finance Group Research Paper No. 183
Number of pages: 44 Posted: 06 Jun 2012 Last Revised: 26 Dec 2019
Alessandro Palandri and Matteo Sandri
DCU Business School and Lancaster University Management School
Downloads 172 (218,269)

Abstract:

Loading...

Good Volatility, Bad Volatility, GARCH, Realized Variation, Bipower Variation, Threshold Effects, Asymmetry

3.

Sequential Conditional Correlations: Inference and Evaluation

Journal of Econometrics, Vol. 153, No. 2, pp. 122-132, December 2009, WBS Finance Group Research Paper No. 50
Number of pages: 48 Posted: 26 Sep 2005 Last Revised: 23 Dec 2019
Alessandro Palandri
DCU Business School
Downloads 132 (270,708)
Citation 1

Abstract:

Loading...

Multivariate GARCH, Conditional Correlations, High Dimensional GARCH Models, Sequential Estimation, Climber

4.

Consistent Realized Covariance for Asynchronous Observations Contaminated by Market Microstructure Noise

Number of pages: 30 Posted: 05 Feb 2016
Alessandro Palandri
DCU Business School
Downloads 67 (417,364)
Citation 14

Abstract:

Loading...

Realized Covariance, Asynchronous Observations, Market Microstructure, Sub-sampling, Pseudo-Aggregation

5.

Apophenia? Data Under-Mining the Volatility Leverage-Effect.

Number of pages: 39 Posted: 25 Oct 2014
Alessandro Palandri
DCU Business School
Downloads 59 (444,987)

Abstract:

Loading...

Volatility, Leverage Effect, Outliers, Omitted Variable Bias, Realized Measures.

6.

A Dynamic Conditional Approach to Portfolio Weights Forecasting

Number of pages: 35 Posted: 22 May 2020
Fabrizio Cipollini, Giampiero M. Gallo and Alessandro Palandri
Universita di Firenze, DiSIA (Dipartimento di Statistica, Informatica, Applicazioni), Corte dei Conti - Italian Court of Audits and DCU Business School
Downloads 48 (487,703)

Abstract:

Loading...

Portfolio Allocation, Realized Volatility, Realized Correlations, Dynamic Conditional Modeling, Portfolio Weights Modeling

7.

The Effects of Interest Rate Movements on Assets’ Conditional Second Moments

CREATES Research Paper 2009-32, WBS Finance Group Research Paper No. 128
Number of pages: 39 Posted: 13 Aug 2009
Alessandro Palandri
DCU Business School
Downloads 45 (500,895)
Citation 1

Abstract:

Loading...

conditional variance, conditional correlations, interest rate, capital asset pricing model, sequential conditional correlations

8.

Beatlestrap

WBS Finance Group Research Paper No. 147
Number of pages: 34 Posted: 20 Nov 2010
Alessandro Palandri
DCU Business School
Downloads 38 (533,537)

Abstract:

Loading...

Bootstrap, Wald Test, Lagrange Multiplier Test, Likelihood Ratio Test, Indirect Estimators, Indirect Inference, Efficient Method of Moments

9.

Multinomial Probit: Probability Simulators and Identification

Number of pages: 26 Posted: 17 Dec 2019
Alessandro Palandri
DCU Business School
Downloads 20 (642,426)

Abstract:

Loading...

Multinomial Probit, Identification, Probability simulators, Simulated Maximum Likelihood, Structural-form latent utilities