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Mancini, Loriano; Ronchetti, Elvezio; Trojani, Fabio - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 628-641

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Gagliardini, Patrick; Trojani, Fabio; Urga, Giovanni - In: Journal of econometrics 129 (2005) 1, pp. 139-182

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Ortelli, Claudio; Trojani, Fabio - In: Journal of econometrics 128 (2005) 1, pp. 69-98

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Trojani, Fabio; Vanini, Paolo - In: Review of finance : journal of the European Finance … 8 (2004) 2, pp. 279

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Leippold, Markus; Trojani, Fabio; Vanini, Paolo - In: The review of financial studies 21 (2008) 6, pp. 2565-2598

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