Sfoglia per Autore
Simulation Based Methods for Financial Time Series
2002-01-01 Billio, Monica
Option pricing via Regime Switching models and MultiLayer Perceptrons: a comparative approach
2002-01-01 Billio, Monica; Corazza, Marco; Gobbo, M.
Bayesian inference in dynamic models with latent factors
2003-01-01 Billio, Monica; Casarin, Roberto; Sartore, Domenico
The DCC test: powerless evidence of no contagion
2003-01-01 Billio, Monica; LO DUCA, M; Pellizzon, L.
Turning point chronology for the Euro-zone
2003-01-01 Anas, J.; Billio, Monica
Volatility and shocks spillover before and after EMU in Europe stock markets
2003-01-01 Billio, Monica; Pelizzon, Loriana
Contagion and interdependence measures: some words of caution
2003-01-01 Billio, Monica; LO DUCA, M; Pelizzon, L.
Kernel-based Indirect Inference
2003-01-01 Billio, Monica; Monfort, A.
Stochastic Volatility Model: A Survey with Applications to Option Pricing and Value at Risk
2003-01-01 Billio, Monica; Sartore, Domenico
Contagion and Interdependence in Stock Markets: Have they been misdiagnosed?
2003-01-01 Billio, Monica; Pelizzon, Loriana
Extreme Returns in a Shortfall Risk Framework
2003-01-01 Billio, Monica; Casarin, Roberto
A generalised Dynamic Conditional Correlation model for portfolio risk evaluation
2004-01-01 Billio, Monica; Caporin, M.
Business cycle analysis with multivariate Markov switching models
2004-01-01 Anas, J.; Billio, Monica; Ferrara, L.; LO DUCA, M.
Dating Euro15 monthly business cycle jointly using GDP and IPI
2004-01-01 Billio, Monica; Caporin, M; Cazzavillan, G.
A turning point chronology for the Euro-zone classical and growth cycle
2004-01-01 Anas, J.; Billio, Monica; Ferrara, L.; LO DUCA, M.
Contagion Detection with Switching Regime Models: a Short and Long Run Analysis
2005-01-01 Billio, Monica; LO DUCA, M; Pelizzon, Loriana
Stochastic Optimisation for Allocation Problem with Shortfall Risk Constraints
2005-01-01 Billio, Monica; Casarin, Roberto
Relazione sulla situazione e le prospettive della facoltà di Economia
2005-01-01 Basso, Antonella; Billio, Monica; Polles, Marzia; Rizzi, Dino; Romanazzi, Mario; Stocchetti, Andrea
Multivariate Markov Switching Dynamic Conditional Correlation GARCH representations for contagion analysis
2005-01-01 Billio, Monica; Caporin, Massimiliano
Market Linkages, Variance Spillover and Correlation Stability: Empirical Evidences of Financial Contagion
2006-01-01 Billio, Monica; Caporin, M.
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