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Manuela Pedio
ORCID
Publication Activity (10 Years)
Years Active: 2018-2020
Publications (10 Years): 2
Top Topics
Portfolio Optimization
Stock Market
Financial News
Garch Model
Top Venues
LOD (1)
Eur. J. Oper. Res.
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Publications
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Vittorio Bellini
,
Massimo Guidolin
,
Manuela Pedio
Can Big Data Help to Predict Conditional Stock Market Volatility? An Application to Brexit.
LOD (1)
(2020)
Marta Giampietro
,
Massimo Guidolin
,
Manuela Pedio
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing.
Eur. J. Oper. Res.
265 (2) (2018)