G. P. Aielli

Dynamic Conditional Correlation: On Properties and Estimation

G. P. Aielli, G. Aielli, Gian Piero Aielli, 2011 .

Dynamic Principal Components: A New Class of Multivariate GARCH Models

G. P. Aielli, M. Caporin, G. Aielli, 2015 .

Fast indirect estimation of latent factor models with conditional heteroskedasticity

Giorgio Calzolari, Gabriele Fiorentini, Gian Piero Aielli, 2013 .