5 citations · 5 across the 2 of their papers we have counts for
2 papers
econ.EM2021
Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings
Federico Belotti, Alessandro Casini, Leopoldo Catania +2
We consider the derivation of data-dependent simultaneous bandwidths for double kernel heteroskedasticity and autocorrelation consistent (DK-HAC) estimators. In addition to the usu…
q-fin.GN2020★ 5 cited
Forecasting financial markets with semantic network analysis in the COVID-19 crisis
A. Fronzetti Colladon, S. Grassi, F. Ravazzolo +1
This paper uses a new textual data index for predicting stock market data. The index is applied to a large set of news to evaluate the importance of one or more general economic-re…