Sfoglia per Autore
Investment Styles in the European Equity Market
2000-01-01 Billio, Monica; Casarin, Roberto; Mehu, C.; Sartore, Domenico
Extreme returns in a shortfall risk framework
2002-01-01 Billio, Monica; Casarin, Roberto; Toniolo, G.
Metodi Monte Carlo per la Valutazione di Opzioni Finanziarie
2002-01-01 Casarin, Roberto; Gobbo, M.
Italian Equity Funds: Efficiency and Performance Persistence
2003-01-01 Casarin, Roberto; Pelizzon, Loriana; Piva, A.
Bayesian Inference for Mixture of Stable Distributions
2003-01-01 Casarin, Roberto
Extreme Returns in a Shortfall Risk Framework
2003-01-01 Billio, Monica; Casarin, Roberto
Italian Equity Funds: Efficiency and Performance Persistence
2003-01-01 Casarin, Roberto; Pelizzon, Loriana; Piva, A.
Bayesian inference in dynamic models with latent factors
2003-01-01 Billio, Monica; Casarin, Roberto; Sartore, Domenico
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models
2004-01-01 Casarin, Roberto
Bayesian Inference for Mixture of Stable Distributions
2004-01-01 Casarin, Roberto
Bayesian Monte Carlo Filtering for Stochastic Volatility Models
2004-01-01 Casarin, Roberto
Simulation methods for nonlinear and non-gaussian models in finance
2004-03-29 Casarin, Roberto
Stochastic Optimisation for Allocation Problem with Shortfall Risk Constraints
2005-01-01 Billio, Monica; Casarin, Roberto
Simulation Methods for Nonlinear and Non-Gaussian Models in Finance, Premio SIE
2005-01-01 Casarin, Roberto
Solution Manual for Selected Problems, Monte Carlo Statistical Methods, 2nd Edition, Christian P. Robert and George Casella
2005-01-01 Casarin, Roberto; Joutard, C; Tayeb, A.
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds
2005-01-01 Casarin, Roberto; Lazzarin, M; Pelizzon, Loriana; Sartore, Domenico
Business Cycle and Stock Market Volatility: A Particle Filter Approach
2006-01-01 Casarin, Roberto; Trecroci, C.
Bayesian Inference on Dynamic Models with Latent Factors
2007-01-01 Billio, Monica; Casarin, Roberto; Sartore, Domenico
Bayesian inference in dynamic models with latent factors
2007-01-01 Billio, Monica; Casarin, Roberto; Sartore, Domenico
Matrix-state particle filters for Wishart stochastic volatility processes
2007-01-01 Casarin, Roberto; Sartore, Domenico
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