Federico Nardari - Publications, H-index & Citations

Federico Nardari

university of melbourne

19H指数

44论文数

3.3K被引数

收录论文 7

发表时间

Do Commodities Add Economic Value inAsset Allocation? New Evidence from Time-Varying Moments

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2018-02-14

PREAI

Gao, Xin; Nardari, Federico

Time-varying short-horizon predictability 时变短时域可预测性

JOURNAL OF FINANCIAL ECONOMICS

IF12

2011-03-01

288

PREAI

Henkel, Sam James; Martin, J. Spencer; Nardari, Federico

Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets

REVIEW OF FINANCIAL STUDIES

IF5.4

2010-07-13

318

PREAI

Griffin, John M.; Kelly, Patrick J.; Nardari, Federico

Analysis of high dimensional multivariate stochastic volatility models

JOURNAL OF ECONOMETRICS

IF4

2006-10-01

169

PREAI

Chib, Siddhartha; Nardari, Federico; Shephard, Neil

Do investors trade more when stocks have performed well? Evidence from 46 countries

REVIEW OF FINANCIAL STUDIES

IF5.4

2006-07-01

176

PREAI

Griffin, John M.; Nardari, Federico; Stulz, Rene M.

Are daily cross-border equity flows pushed or pulled?

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2004-08-01

161

PREAI

Griffin, JM; Nardari, F; Stulz, RM

Markov chain Monte Carlo methods for stochastic volatility models 随机波动率模型的马尔可夫链蒙特卡罗方法

JOURNAL OF ECONOMETRICS

IF4

2002-06-01

343

PREAI

Chib, S; Nardari, F; Shephard, N

研究方向