Alessandro Palandri

DCU Business School

Lecturer

Dublin 9

Ireland

SCHOLARLY PAPERS

9

DOWNLOADS

805

SSRN CITATIONS
Rank 38,998

SSRN RANKINGS

Top 38,998

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 284 (120,721)
Citation 1

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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 169 (199,204)

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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 126 (252,702)
Citation 1

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

4.

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

Number of pages: 39 Posted: 25 Oct 2014
Alessandro Palandri
DCU Business School
Downloads 57 (409,803)

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

5.

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 (453,940)
Citation 1

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

6.

Beatlestrap

WBS Finance Group Research Paper No. 147
Number of pages: 34 Posted: 20 Nov 2010
Alessandro Palandri
DCU Business School
Downloads 38 (483,894)

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

7.

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 37 (488,448)
Citation 14

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

8.

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 31 (517,775)

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

9.

Multinomial Probit: Probability Simulators and Identification

Number of pages: 26 Posted: 17 Dec 2019
Alessandro Palandri
DCU Business School
Downloads 18 (597,076)

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