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Trojani, Fabio
18
Ronchetti, Elvezio
16
Mancini, Loriano
6
Vanini, Paolo
6
Leippold, Markus
4
Audrino, Francesco
2
Aït-Sahalia, Yacine
2
Barone-Adesi, Giovanni
2
Engle, Robert F.
2
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2
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1
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1
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1
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1
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1
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MANCINI, LORIANO
1
Ma, Yanyuan
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1
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1
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1
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1
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1
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Journal of the American Statistical Association : JASA
13
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6
Journal of economic dynamics & control
5
The review of financial studies
5
Annals of the Institute of Statistical Mathematics : AISM
2
Journal of empirical finance
2
European financial management : the journal of the European Financial Management Association
1
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1
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1
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1
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1
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OLC EcoSci
ECONIS (ZBW)
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Theory and Methods - Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
Mancini, Loriano
;
Ronchetti, Elvezio
;
Trojani, Fabio
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 628-641
Persistent link: https://www.econbiz.de/10006606911
Saved in:
2
Robust GMM analysis of models for the short rate process
Dell'Aquila, Rosario
;
Ronchetti, Elvezio
;
Trojani, Fabio
- In:
Journal of empirical finance
10
(
2003
)
3
,
pp. 373
Persistent link: https://www.econbiz.de/10007233229
Saved in:
3
Higher-Order Infinitesimal Robustness
Vecchia, Davide La
;
Ronchetti, Elvezio
;
Trojani, Fabio
- In:
Journal of the American Statistical Association : JASA
107
(
2012
)
500
,
pp. 1546-1557
Persistent link: https://www.econbiz.de/10010059200
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4
Robust estimators for simultaneous equations models
Krishnakumar, J.
;
Ronchetti, E.
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 295-314
Persistent link: https://www.econbiz.de/10006792588
Saved in:
5
Robust tests of predictive accuracy
Dell'Aquila, R.
;
Ronchetti, E.
- In:
Metron : international journal of statistics
62
(
2004
)
2
,
pp. 161-184
Persistent link: https://www.econbiz.de/10006548578
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6
A GARCH Option Pricing Model with Filtered Historical Simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10008055479
Saved in:
7
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
MANCINI, LORIANO
;
RANALDO, ANGELO
;
WRAMPELMEYER, JAN
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 1805-1841
Persistent link: https://www.econbiz.de/10010178854
Saved in:
8
A GARCH Option Pricing Model with Filtered Historical Simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2013
)
3
,
pp. 1223-1222
Persistent link: https://www.econbiz.de/10010113794
Saved in:
9
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10008143207
Saved in:
10
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10008898208
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