E. Rossi and C. Zucca (1999) “Premio al rischio e curva dei tassi forward impliciti: una valutazione econometrica con dati giornalieri” Ricerche quantitative per la politica economica - Banca d’Italia, Roma.

S. Pastorello and E. Rossi (2002) “Statistical inference for diffusion processes with discrete data: a survey” (2002), PP.39-50, Società Italiana di Statistica, Atti della XLI Riunione Scientifica , CLEUP, Padua, ISBN 88-7178-589-4.

E. Rossi and P. Santucci de Magistris (2009) “Long memory and tail dependence in trading volume and volatility” in Statistical methods for the analysis of large data-sets, Italian statistical society, pp.117-120, ISBN 978-88-6129- 425-7.

E. Rossi and P. Santucci de Magistris (2013) “Long memory in integrated and realized variance” in N. Torelli et al. (eds.), Advances in Theoretical and Applied Statistics, Studies in Theoretical and Applied Statistics, 47, pp.523- 532, Springer-Verlag, Heidelberg. ISBN 978-3-642-35588-2.

E. Rossi and F.Spazzini “GARCH models for commodity markets” (2015) in Andrea Roncoroni, Gianluca Fusai, Mark Cummins (Eds) Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Management. John Wiley and Sons. ISBN: 978-0-470-74524-3.

Nardo M., Ndacyayisenga N., Papanagiotou and Rossi E. (2016), “Measuring Financial Integration in Europe: a price-based approach for equity and bond markets”, EUR 27792. Luxembourg (Luxembourg): Publications Office of the European Union, JRC100791. ISBN: 978-92-79-57269-2 ISSN: 1831-9424 DOI: 10.2788/589345