Massimo Guidolin

According to our database, Massimo Guidolin authored at least 6 papers between 2012 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2020

Mildly explosive dynamics in U.S. fixed income markets.

Silvio Contessi, Pierangelo De Pace, Massimo Guidolin

Eur. J. Oper. Res., 2020

Forecasting: theory and practice.

Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, Mohamed Zied Babai, Devon K. Barrow, Souhaib Ben Taieb, Christoph Bergmeir, Ricardo J. Bessa, Jakub Bijak, John E. Boylan, Jethro Browell, Claudio Carnevale, Jennifer L. Castle, Pasquale Cirillo, Michael P. Clements, Clara Cordeiro, Fernando Luiz Cyrino Oliveira, Shari De Baets, Alexander Dokumentov, Joanne Ellison, Piotr Fiszeder, Philip Hans Franses, David T. Frazier, Michael Gilliland, Mustafa Sinan Gönül, Paul Goodwin, Luigi Grossi, Yael Grushka-Cockayne, Mariangela Guidolin, Massimo Guidolin, Ulrich Gunter, Xiaojia Guo, Renato Guseo, Nigel Harvey, David F. Hendry, Ross Hollyman, Tim Januschowski, Jooyoung Jeon, Victor Richmond R. Jose, Yanfei Kang, Anne B. Koehler, Stephan Kolassa, Nikolaos Kourentzes, Sonia Leva, Feng Li

CoRR, 2020

Can Big Data Help to Predict Conditional Stock Market Volatility? An Application to Brexit.

Vittorio Bellini, Massimo Guidolin, Manuela Pedio

Proceedings of the Machine Learning, Optimization, and Data Science, 2020

2018

Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing.

Marta Giampietro, Massimo Guidolin, Manuela Pedio

Eur. J. Oper. Res., 2018

2014

Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets.

Daniele Bianchi, Massimo Guidolin

Eur. J. Oper. Res., 2014

2012

Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment.

Massimo Guidolin, Stuart Hyde

Comput. Stat. Data Anal., 2012