Sfoglia per Autore
BL-GARCH Models and Asymmetries in Volatility
2003-01-01 Storti, Giuseppe; Vitale, Cosimo Damiano
LIKELIHOOD INFERENCE IN BL-GARCH MODELS
2003-01-01 Storti, Giuseppe; Vitale, Cosimo Damiano
Multivariate modelling of asymmetries in volatility
2004-01-01 Storti, Giuseppe
Non-linear Dynamics in the Industrial Production Index
2004-01-01 Amendola, Alessandra; Storti, Giuseppe
Multivariate bilinear GARCH models
2004-01-01 Storti, Giuseppe
Robust estimation of production frontiers
2004-01-01 Destefanis, Sergio Pietro; Storti, Giuseppe
A Procedure for Detecting Outliers in Frontier Estimation
2005-01-01 Destefanis, Sergio Pietro; Storti, Giuseppe
Evaluating Business Incentives Through DEA: An Analysis on Capitalia Firm Data
2005-01-01 Destefanis, Sergio Pietro; Storti, Giuseppe
A MINIMUM DISTANCE APPROACH TO COMBINING VOLATILITY FORECASTS FROM DIFFERENT MODELS
2005-01-01 Storti, Giuseppe
Recent advances in value at risk estimation
2005-01-01 Storti, Giuseppe
A GARCH (1,1) estimator with (almost) no moment conditions on the error term
2006-01-01 Storti, Giuseppe; Arie, Preminger
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models
2006-01-01 Storti, Giuseppe
Minimum Distance Estimation of GARCH(1,1) models
2006-01-01 Storti, Giuseppe
A component GARCH model with time varying weights
2006-01-01 Bauwens, L; Storti, Giuseppe
A GARCH (1,1) estimator with (almost) no moment conditions on the error term
2006-01-01 Preminger, A; Storti, Giuseppe
Threshold Models for VaR Estimation
2007-01-01 LA ROCCA, Michele; Storti, Giuseppe; Vitale, Cosimo Damiano
Il profilo dei laureati
2007-01-01 Storti, Giuseppe; Restaino, Marialuisa
Le caratteristiche della rilevazione e della popolazione
2007-01-01 LA ROCCA, Michele; Giordano, Giuseppe; Niglio, Marcella; Storti, Giuseppe; Restaino, Marialuisa
Fast Calibration Procedures for VaR Models
2007-01-01 LA ROCCA, Michele; Storti, Giuseppe; Vitale, Cosimo Damiano
Il profilo dei laureati dopo l’attuazione della riforma universitaria
2007-01-01 Storti, Giuseppe; Restaino, Marialuisa
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