Details about Margherita Velucchi

Access statistics for papers by Margherita Velucchi.

Last updated 2009-02-16. Update your information in the RePEc Author Service.

Short-id: pve128

Working Papers

2008

1. A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti" View citations

2007

2. On the Interaction between Ultra–high Frequency Measures of Volatility
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti"
3. Regime Switching: Italian Financial Markets over a Century
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti"
   See also Journal Article in Statistical Methods and Applications (2009)
4. Size, Innovation and Internationalization: A Survival Analysis of Italian Firms
   Working Papers Series, Universita' degli Studi di Firenze, Dipartimento di Scienze Economiche

Journal Articles

2009

1. Market interdependence and financial volatility transmission in East Asia
   International Journal of Finance & Economics, 2009, 14, (1), 24-44
2. Regime switching: Italian financial markets over a century
   Statistical Methods and Applications, 2009, 18, (1), 67-86
   See also Working Paper (2007)