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A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers
Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - In: Economics Letters 2 (1979) 2, pp. 161-164
Persistent link: https://www.econbiz.de/10005296321
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On the stability of the Klein-I model
Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - In: Economics Letters 4 (1979) 1, pp. 33-35
Persistent link: https://www.econbiz.de/10005275502
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Asset pricing with a forward-backward stochastic differential utility
Antonelli, Fabio; Barucci, Emilio; Mancino, Maria Elvira - In: Economics Letters 72 (2001) 2, pp. 151-157
Persistent link: https://www.econbiz.de/10005159063
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Least mean squares learning in self-referential linear stochastic models
Barucci, Emilio; Landi, Leonardo - In: Economics Letters 57 (1997) 3, pp. 313-317
Persistent link: https://www.econbiz.de/10005296919
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On measuring volatility of diffusion processes with high frequency data
Barucci, Emilio; Reno, Roberto - In: Economics Letters 74 (2002) 3, pp. 371-378
Persistent link: https://www.econbiz.de/10005361972