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A Bayesian Markov-switching co...
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ECONIS (ZBW)
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1
Bayesian Markov switching stochastic correlation models
Casarin, Roberto
;
Tronzano, Marco
;
Sartore, Domenico
-
2013
Persistent link: https://www.econbiz.de/10011631746
Saved in:
2
Matrix-state particle filter for wishart stochastic volatility processes
Casarin, Roberto
;
Sartore, Domenico
-
2007
Persistent link: https://www.econbiz.de/10003912295
Saved in:
3
Bayesian inference on dynamic models with latent factors
Billio, Monica
;
Casarin, Roberto
;
Sartore, Domenico
-
2007
Persistent link: https://www.econbiz.de/10003912326
Saved in:
4
A scoring rule for factor and autoregressive models under misspecification
Casarin, Roberto
;
Corradin, Fausto
;
Ravazzolo, Francesco
; …
-
2018
Persistent link: https://www.econbiz.de/10011956868
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5
Methodological aspect of time series back-calculation
Caporin, Massimiliano
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397922
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6
Risk aversion : differential conditions for the iso-utility curves with positive slope in transformed two-parameter distributions
Corradin, Fausto
;
Sartore, Domenico
-
2018
Persistent link: https://www.econbiz.de/10011957311
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7
European Social Fund's lifelong learning and regional development : a case study
Volo, Francesca
;
Drigo, Alessandra
;
Zolin, M. Bruna
; …
-
2019
Persistent link: https://www.econbiz.de/10012005433
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8
CDS industrial sector indices, credit and liquidity risk
Billio, Monica
;
Caporin, Massimiliano
;
Pelizzon, Loriana
; …
-
2012
Persistent link: https://www.econbiz.de/10011629005
Saved in:
9
Risk aversion : differential conditions for the concavity in transformed two-parameter distributions
Corradin, Fausto
;
Sartore, Domenico
-
2016
Persistent link: https://www.econbiz.de/10011641989
Saved in:
10
Deciphering the Libor and Euribor spreads during the subprime crisis
Pelizzon, Loriana
;
Sartore, Domenico
-
2013
Persistent link: https://www.econbiz.de/10011631748
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