BORDIGNON, SILVANO
BORDIGNON, SILVANO
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Risultati 1 - 7 di 7 (tempo di esecuzione: 0.011 secondi).
A regime switching long memory model to forecast realized volatility
2009 S. Bordignon; D. Raggi;
Comparing stochastic volatility models through Monte Carlo simulation
2006 D. Raggi; S. Bordignon
Comparing stochastic volatility models using the Bayes factor
2004 D. Raggi; S. Bordignon
Long memory and nonlinearities in realized volatility: A Markov switching approach
2012 D. Raggi; S. Bordignon
Sequential Monte Carlo Methods for Stochastic Volatility Models
2006 S. Bordignon; D. Raggi
Sequential Monte Carlo Methods for stochastic volatility models with jumps
2007 D. Raggi; S. Bordignon
Volatility, Jumps, and Predictability of Returns: A Sequential Analysis
2011 D. Raggi; S. Bordignon
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
|---|---|---|---|---|---|---|
| A regime switching long memory model to forecast realized volatility | S. Bordignon; D. Raggi; | 2009-01-01 | - | Maggioli Editore | 4.01 Contributo in Atti di convegno | - |
| Comparing stochastic volatility models through Monte Carlo simulation | D. Raggi; S. Bordignon | 2006-01-01 | COMPUTATIONAL STATISTICS & DATA ANALYSIS | - | 1.01 Articolo in rivista | - |
| Comparing stochastic volatility models using the Bayes factor | D. Raggi; S. Bordignon | 2004-01-01 | - | Edizioni CUSL | 4.01 Contributo in Atti di convegno | - |
| Long memory and nonlinearities in realized volatility: A Markov switching approach | D. Raggi; S. Bordignon | 2012-01-01 | COMPUTATIONAL STATISTICS & DATA ANALYSIS | - | 1.01 Articolo in rivista | - |
| Sequential Monte Carlo Methods for Stochastic Volatility Models | S. Bordignon; D. Raggi | 2006-01-01 | - | Pitagora Editrice | 2.01 Capitolo / saggio in libro | - |
| Sequential Monte Carlo Methods for stochastic volatility models with jumps | D. Raggi; S. Bordignon | 2007-01-01 | - | CLEUP EDITORE | 2.01 Capitolo / saggio in libro | - |
| Volatility, Jumps, and Predictability of Returns: A Sequential Analysis | D. Raggi; S. Bordignon | 2011-01-01 | ECONOMETRIC REVIEWS | - | 1.01 Articolo in rivista | - |