Alessandro Giovannelli | DeepAI

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Featured Co-authors

Francesca Chiaromonte
19 publications
Marco Lippi
12 publications
Tommaso Proietti
1 publication
Simone Tonini
1 publication

research

∙ 05/11/2023

Band-Pass Filtering with High-Dimensional Time Series

The paper deals with the construction of a synthetic indicator of econom...

0 Alessandro Giovannelli, et al. ∙

research

∙ 08/01/2022

On the impact of serial dependence on penalized regression methods

This paper characterizes the impact of serial dependence on the non-asym...

0 Simone Tonini, et al. ∙