Working Papers

1. Francisco Blasquez, Enzo D’Innocenzo and Siem Jan Koopman – Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence. Read the working paper
2. Giovanni Angelini, Giuseppe Cavaliere, Enzo D’Innocenzo and Luca De Angelis – Time-Varying Poisson Autoregression. – Read the Working Paper

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