LOMBARDI, MARCO Statistiche
LOMBARDI, MARCO
Indirect estimation of alpha-stable stochastic volatility models
In corso di stampa Lombardi, Marco; Calzolari, G.
Indirect estimation of elliptical stable distributions
In corso di stampa Lombardi, Marco; Veredas, D.
Seasonal Adjustment and the Detection of Business Cycle Phases
In corso di stampa MATAS MIR, A; Osborn, D; Lombardi, Marco
Indirect estimation of alpha-stable distributions and processes
2008-01-01 Lombardi, Marco; Calzolari, G.
Seasonal Adjustment and the Detection of Business Cycle Phases
2008-01-01 MATAS MIR, A; Osborn, D; Lombardi, Marco
(Un)naturally Low? Likelihood inference for a DSGE model
2007-01-01 Lombardi, Marco; Sgherri, S.
Bayesian Inference for alpha-Stable Distributions: A random walk MCMC approach
2007-01-01 Lombardi, Marco
On-line Bayesian estimation of signals in symmetric alpha-stable noise
2006-01-01 Lombardi, Marco; Godsill, S.
Bayesian inference for alpha-stable distributions: a random walk MCMC approach
2005-01-01 Lombardi, Marco
Processi a memoria lunga e Fractionally Integrated GARCH
2005-01-01 Lombardi, Marco; Gallo, G.
Bayesian inference for alpha-stable distributions: A random walk MCMC approach
2004-01-01 Lombardi, Marco
Daily volatility modelling using ultra-high frequency data
2004-01-01 Brownlees, C; Lombardi, Marco
Indirect Inference for alpha-Stable Distributions
2003-01-01 Lombardi, Marco; Calzolari, G; Gallo, G.
La comunicazione economico-finanziaria on-line delle imprese quotate al nuovo mercato
2003-01-01 Dainelli, F; Lombardi, Marco
Analytic Hessian matrices and the omputation of FIGARCH estimates
2002-01-01 Lombardi, Marco; Gallo, G. M.
On the detection of long memory in the intra-daily pattern of stock returns
2002-01-01 Lombardi, Marco
Comparing alternative estimation methods of variance-covariance matrices in the class of Fractionally Integrated GARCH models
2001-01-01 Lombardi, Marco; Gallo, G.
Dati finanziari ad alta frequenza: Trattamento e applicazioni
2001-01-01 Cecconi, M; Lombardi, Marco