PASTORELLO, SERGIO
PASTORELLO, SERGIO
DIPARTIMENTO DI SCIENZE ECONOMICHE
Docenti di ruolo di Ia fascia
Algorithmic collusion with imperfect monitoring
2021 Calvano E.; Calzolari G.; Denicolo V.; Pastorello S.
ALGORITHMIC COLLUSION: A REAL PROBLEM FOR COMPETITION POLICY?
2020 Emilio Calvano, Giacomo Calzolari, Vincenzo Denicolò, Sergio Pastorello
Algorithmic Pricing: What Implications for Competition Policy?
2019 Vincenzo Denicolò, Giacomo Calzolari, Emilio Calvano, Sergio Pastorello
Artificial intelligence, algorithmic pricing and collusion
2018 Emilio Calvano, Giacomo Calzolari, Vincenzo Denicoló, Sergio Pastorello
Artificial Intelligence, Algorithmic Pricing, and Collusion
2020 Calvano, Emilio; Calzolari, Giacomo; Denicolò, Vincenzo; Pastorello, Sergio
Autonomous algorithmic collusion: Economic research and policy implications
2021 Stephanie Assad, Emilio Calvano, Giacomo Calzolari, Robert Clark, Vincenzo Denicolò, Daniel Ershov, Justin Johnson, Sergio Pastorello, Andrew Rhodes, Lei Xu, Matthijs Wildenbeest
Efficient importance sampling maximum likelihood estimation of stochastic differential equations
2010 S. Pastorello; E. Rossi
Estimating and testing non-affine option pricing models with a large unbalanced panel of options
2012 F. Ferriani; S. Pastorello
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
2011 R. Garcia; M.A. Lewis; S. Pastorello; E. Renault
European spreads at the interest rate lower bound
2020 Coroneo L.; Pastorello S.
Income inequality and banking crises: Testing the level hypothesis directly
2019 Bellettini, Giorgio; Delbono, Flavio; Karlström, Peter; Pastorello, Sergio
Maximization by parts in extremum estimation
2015 Fan, Y.; Pastorello, S.; Renault, E.
Mean-Variance Econometric Analysis of Household Portfolios
2010 R. Miniaci; S. Pastorello
Protecting consumers from collusive prices due to AI
2020 Calvano, Emilio; Calzolari, Giacomo; Denicolò, Vincenzo; Harrington, Joseph E; Pastorello, Sergio
Return expectations and risk aversion heterogeneity in household portfolios
2017 Bucciol, Alessandro; Miniaci, Raffaele; Pastorello, Sergio
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
|---|---|---|---|---|---|---|
| Algorithmic collusion with imperfect monitoring | Calvano E.; Calzolari G.; Denicolo V.; Pastorello S. | 2021-01-01 | INTERNATIONAL JOURNAL OF INDUSTRIAL ORGANIZATION | - | 1.01 Articolo in rivista | - |
| ALGORITHMIC COLLUSION: A REAL PROBLEM FOR COMPETITION POLICY? | Emilio Calvano, Giacomo Calzolari, Vincenzo Denicolò, Sergio Pastorello | 2020-01-01 | COMPETITION POLICY INTERNATIONAL | - | 1.01 Articolo in rivista | - |
| Algorithmic Pricing: What Implications for Competition Policy? | Vincenzo Denicolò, Giacomo Calzolari, Emilio Calvano, Sergio Pastorello | 2019-01-01 | REVIEW OF INDUSTRIAL ORGANIZATION | - | 1.01 Articolo in rivista | Algorithmic Pricing.pdf |
| Artificial intelligence, algorithmic pricing and collusion | Emilio Calvano, Giacomo Calzolari, Vincenzo Denicoló, Sergio Pastorello | 2018-01-01 | - | Center for Economic Policy Research | 3.01 Monografia / trattato scientifico in forma di libro | - |
| Artificial Intelligence, Algorithmic Pricing, and Collusion | Calvano, Emilio; Calzolari, Giacomo; Denicolò, Vincenzo; Pastorello, Sergio | 2020-01-01 | THE AMERICAN ECONOMIC REVIEW | - | 1.01 Articolo in rivista | Aer algo postprint conditionally AAM.pdf |
| Autonomous algorithmic collusion: Economic research and policy implications | Stephanie Assad, Emilio Calvano, Giacomo Calzolari, Robert Clark, Vincenzo Denicolò, Daniel Ersho...v, Justin Johnson, Sergio Pastorello, Andrew Rhodes, Lei Xu, Matthijs Wildenbeest | 2021-01-01 | OXFORD REVIEW OF ECONOMIC POLICY | - | 1.01 Articolo in rivista | Autonomous_algorithmic.pdf |
| Efficient importance sampling maximum likelihood estimation of stochastic differential equations | S. Pastorello; E. Rossi | 2010-01-01 | COMPUTATIONAL STATISTICS & DATA ANALYSIS | - | 1.01 Articolo in rivista | - |
| Estimating and testing non-affine option pricing models with a large unbalanced panel of options | F. Ferriani; S. Pastorello | 2012-01-01 | ECONOMETRICS JOURNAL | - | 1.01 Articolo in rivista | - |
| Estimation of objective and risk-neutral distributions based on moments of integrated volatility | R. Garcia; M.A. Lewis; S. Pastorello; E. Renault | 2011-01-01 | JOURNAL OF ECONOMETRICS | - | 1.01 Articolo in rivista | - |
| European spreads at the interest rate lower bound | Coroneo L.; Pastorello S. | 2020-01-01 | JOURNAL OF ECONOMIC DYNAMICS & CONTROL | - | 1.01 Articolo in rivista | 1-s2.0-S0165188920301470-main.pdf |
| Income inequality and banking crises: Testing the level hypothesis directly | Bellettini, Giorgio; Delbono, Flavio; Karlström, Peter; Pastorello, Sergio | 2019-01-01 | JOURNAL OF MACROECONOMICS | - | 1.01 Articolo in rivista | JMACRO_2017_476.pdf |
| Maximization by parts in extremum estimation | Fan, Y.; Pastorello, S.; Renault, E. | 2015-01-01 | ECONOMETRICS JOURNAL | - | 1.01 Articolo in rivista | Maximization_by_Parts_in_Extremum_Estimation.pdf |
| Mean-Variance Econometric Analysis of Household Portfolios | R. Miniaci; S. Pastorello | 2010-01-01 | JOURNAL OF APPLIED ECONOMETRICS | - | 1.01 Articolo in rivista | - |
| Protecting consumers from collusive prices due to AI | Calvano, Emilio; Calzolari, Giacomo; Denicolò, Vincenzo; Harrington, Joseph E; Pastorello, Sergio | 2020-01-01 | SCIENCE | - | 1.01 Articolo in rivista | science postprint final.pdf |
| Return expectations and risk aversion heterogeneity in household portfolios | Bucciol, Alessandro; Miniaci, Raffaele; Pastorello, Sergio | 2017-01-01 | JOURNAL OF EMPIRICAL FINANCE | - | 1.01 Articolo in rivista | Return-expectations.pdf |