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Luca Fanelli

Full Professor

Department of Economics

Academic discipline: ECON-05/A Econometrics

Director of Organisational Unit (UOS) Rimini of Department of Economics

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Home > Useful contents > Invalid Proxies and Volatility Changes, Conditionally accepted, JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Invalid Proxies and Volatility Changes, Conditionally accepted, JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Invalid proxies and volatility changes (joint with Giovanni Angelini and Luca Neri) arXiv: 2403.08753, https://arxiv.org/abs/2403.08753 Conditionally accepted, JOURNAL OF BUSINESS & ECONOMIC STATISTICS