Alessandro Palandri

University of Florence - Department of Statistics, Computer Science, Applications

Florence

Italy

SCHOLARLY PAPERS

10

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1,166

SSRN CITATIONS
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Top 43,618

in Total Papers Citations

7

CROSSREF CITATIONS

13

Scholarly Papers (10)

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, University of Florence - Department of Statistics, Computer Science, Applications, Rotterdam School of Management, Erasmus University and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 327 (168,838)
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
University of Florence - Department of Statistics, Computer Science, Applications and Lancaster University Management School
Downloads 219 (254,512)

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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
University of Florence - Department of Statistics, Computer Science, Applications
Downloads 161 (335,109)
Citation 1

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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
University of Florence - Department of Statistics, Computer Science, Applications
Downloads 104 (469,576)
Citation 14

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

5.

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 University of Florence - Department of Statistics, Computer Science, Applications
Downloads 89 (520,132)

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

6.

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

Number of pages: 39 Posted: 25 Oct 2014
Alessandro Palandri
University of Florence - Department of Statistics, Computer Science, Applications
Downloads 87 (527,453)

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

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
University of Florence - Department of Statistics, Computer Science, Applications
Downloads 57 (663,728)
Citation 1

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

8.

Multinomial Probit: Probability Simulators and Identification

Number of pages: 26 Posted: 17 Dec 2019
Alessandro Palandri
University of Florence - Department of Statistics, Computer Science, Applications
Downloads 54 (680,574)

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

9.

Beatlestrap

WBS Finance Group Research Paper No. 147
Number of pages: 34 Posted: 20 Nov 2010
Alessandro Palandri
University of Florence - Department of Statistics, Computer Science, Applications
Downloads 50 (704,415)

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

10.

Reconciling Interest Rates Evidence with Theory: Rejecting Unit Roots When the Hd(1) is a Competing Alternative

Number of pages: 38 Posted: 27 Oct 2022
Alessandro Palandri
University of Florence - Department of Statistics, Computer Science, Applications
Downloads 18 (959,968)

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Interest Rates, Bond Yields, Hyperbolic Reversion, Unit Root Test, Critical Values