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Nonlinear dynamics and recurre...
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124
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67
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55
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53
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9
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Billio, Monica
343
Guégan, Dominique
164
Casarin, Roberto
121
Pelizzon, Loriana
93
Ravazzolo, Francesco
61
Dijk, Herman K. van
45
Costola, Michele
40
Guegan, Dominique
38
Addo, Peter Martey
34
Caporin, Massimiliano
33
Getmansky, Mila
33
Ferrara, Laurent
32
Calès, Ludovic
21
Ielpo, Florian
19
Lo, Andrew W.
16
Riedel, Max
14
Guégan, D.
13
Hassani, Bertrand
13
Latino, Carmelo
12
van Dijk, Herman K.
12
Ahelegbey, Daniel Felix
11
Sartore, Domenico
11
Frattarolo, Lorenzo
10
Hristova, Iva
10
Mazzi, Gian Luigi
10
Monfort, Alain
10
Anas, Jacques
9
Hassani, Bertrand K.
9
Iacopini, Matteo
9
Varotto, Simone
8
Rakotomarolahy, Patrick
7
Billio, M.
6
Cavicchioli, Maddalena
6
Donadelli, Michael
6
Dufour, Alfonso
6
Dufrénot, Gilles
6
Monfort, A.
6
Osuntuyi, Anthony
6
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6
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6
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Dipartimento di Economia, Università Ca' Foscari Venezia
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24
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22
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6
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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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1
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26
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25
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23
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17
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14
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13
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11
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11
Tinbergen Institute Discussion Paper
10
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8
Tinbergen Institute Discussion Papers
8
Journal of econometrics
6
Journal of forecasting
6
The European journal of finance
5
The journal of operational risk
5
Brussels economic review
4
Economics Bulletin
4
Growth and cycle in the Euro-zone
4
Journal of international financial markets, institutions & money
4
Applied financial economics
3
Computational Statistics & Data Analysis
3
Finance research letters
3
Journal of Forecasting
3
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
3
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3
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3
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3
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2
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ECONIS (ZBW)
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131
Combining forecasts : some results on exchange and interest rates
Billio, Monica
;
Sartore, Domenico
;
Toffano, Carlo
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 126-145
Persistent link: https://www.econbiz.de/10001519358
Saved in:
132
Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
Saved in:
133
Switching state space models : likelihood function, filtering and smoothing
Billio, Monica
;
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000924125
Saved in:
134
Pricing options with switching volatility
Billio, Monica
;
Pelizzon, Loriana
-
1997
Persistent link: https://www.econbiz.de/10000971200
Saved in:
135
Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1996
Persistent link: https://www.econbiz.de/10000952928
Saved in:
136
The simulated likelihood ratio (SLR) method
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000986955
Saved in:
137
Pricing options with switching volatility
Billio, Monica
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 415-441)
.
1997
Persistent link: https://www.econbiz.de/10001299041
Saved in:
138
Value-at-Risk: a multivariate switching regime approach
Billio, Monica
;
Pelizzon, Loriana
- In:
Journal of empirical finance
7
(
2000
)
5
,
pp. 531-554
Persistent link: https://www.econbiz.de/10001545287
Saved in:
139
Contagion and interdependence in stock markets : Have they been misdiagnosed?
Billio, Monica
;
Pelizzon, Loriana
- In:
Journal of economics & business
55
(
2003
)
5/6
,
pp. 405-426
Persistent link: https://www.econbiz.de/10001804345
Saved in:
140
Volatility and shocks spillover before and after EMU in European stock markets
Billio, Monica
;
Pelizzon, Loriana
- In:
Journal of multinational financial management
13
(
2003
)
4/5
,
pp. 323-340
Persistent link: https://www.econbiz.de/10001782062
Saved in:
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