LOMBARDI, MARCO Statistiche

LOMBARDI, MARCO  

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Titolo Data di pubblicazione Autore(i) File
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 1-gen-2008 Lombardi, Marco; Calzolari, G.
Seasonal Adjustment and the Detection of Business Cycle Phases 1-gen-2008 MATAS MIR, A; Osborn, D; Lombardi, Marco
(Un)naturally Low? Likelihood inference for a DSGE model 1-gen-2007 Lombardi, Marco; Sgherri, S.
Bayesian Inference for alpha-Stable Distributions: A random walk MCMC approach 1-gen-2007 Lombardi, Marco
On-line Bayesian estimation of signals in symmetric alpha-stable noise 1-gen-2006 Lombardi, Marco; Godsill, S.
Bayesian inference for alpha-stable distributions: a random walk MCMC approach 1-gen-2005 Lombardi, Marco
Processi a memoria lunga e Fractionally Integrated GARCH 1-gen-2005 Lombardi, Marco; Gallo, G.
Bayesian inference for alpha-stable distributions: A random walk MCMC approach 1-gen-2004 Lombardi, Marco
Daily volatility modelling using ultra-high frequency data 1-gen-2004 Brownlees, C; Lombardi, Marco
Indirect Inference for alpha-Stable Distributions 1-gen-2003 Lombardi, Marco; Calzolari, G; Gallo, G.
La comunicazione economico-finanziaria on-line delle imprese quotate al nuovo mercato 1-gen-2003 Dainelli, F; Lombardi, Marco
Analytic Hessian matrices and the omputation of FIGARCH estimates 1-gen-2002 Lombardi, Marco; Gallo, G. M.
On the detection of long memory in the intra-daily pattern of stock returns 1-gen-2002 Lombardi, Marco
Comparing alternative estimation methods of variance-covariance matrices in the class of Fractionally Integrated GARCH models 1-gen-2001 Lombardi, Marco; Gallo, G.
Dati finanziari ad alta frequenza: Trattamento e applicazioni 1-gen-2001 Cecconi, M; Lombardi, Marco