PASTORELLO, SERGIO
PASTORELLO, SERGIO
DIPARTIMENTO DI SCIENZE ECONOMICHE
Docenti di ruolo di Ia fascia
Algorithmic collusion: Genuine or spurious?
2023 Calvano E.; Calzolari G.; Denicolò V.; Pastorello S.
Algorithmic collusion with imperfect monitoring
2021 Calvano E.; Calzolari G.; Denicolo V.; Pastorello S.
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
Algorithmic Collusion: A Real Problem for Competition Policy?
2020 Emilio Calvano, Giacomo Calzolari, Vincenzo Denicolò, Sergio Pastorello
Artificial Intelligence, Algorithmic Pricing, and Collusion
2020 Calvano, Emilio; Calzolari, Giacomo; Denicolò, Vincenzo; Pastorello, Sergio
European spreads at the interest rate lower bound
2020 Coroneo L.; Pastorello S.
Protecting consumers from collusive prices due to AI
2020 Calvano, Emilio; Calzolari, Giacomo; Denicolò, Vincenzo; Harrington, Joseph E; Pastorello, Sergio
Algorithmic Pricing: What Implications for Competition Policy?
2019 Vincenzo Denicolò, Giacomo Calzolari, Emilio Calvano, Sergio Pastorello
Income inequality and banking crises: Testing the level hypothesis directly
2019 Bellettini, Giorgio; Delbono, Flavio; Karlström, Peter; Pastorello, Sergio
Artificial intelligence, algorithmic pricing and collusion
2018 Emilio Calvano, Giacomo Calzolari, Vincenzo Denicoló, Sergio Pastorello
Return expectations and risk aversion heterogeneity in household portfolios
2017 Bucciol, Alessandro; Miniaci, Raffaele; Pastorello, Sergio
Maximization by parts in extremum estimation
2015 Fan, Y.; Pastorello, S.; Renault, E.
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
Efficient importance sampling maximum likelihood estimation of stochastic differential equations
2010 S. Pastorello; E. Rossi
Mean-Variance Econometric Analysis of Household Portfolios
2010 R. Miniaci; S. Pastorello