Sfoglia per Autore  

Opzioni
Mostrati risultati da 1 a 20 di 32
Titolo Data di pubblicazione Autore(i) File
Investment Styles in the European Equity Market 1-gen-2000 Billio, M; Casarin, Roberto; Mehu, C; Sartore, D.
Metodi Monte Carlo per la Valutazione di Opzioni Finanziarie 1-gen-2002 Casarin, Roberto; Gobbo, Massimiliano
Extreme Returns in a Shortfall Risk Framework 1-gen-2003 Billio, M; Casarin, Roberto
Italian Equity Funds: Efficiency and Performance Persistence 1-gen-2003 Casarin, Roberto; Pelizzon, L; Piva, A.
Bayesian Inference for Mixture of Stable Distributions 1-gen-2003 Casarin, Roberto
Bayesian inference in dynamic models with latent factors 1-gen-2003 Billio, M.; Casarin, Roberto; Sartore, D.
Simulation Methods for Nonlinear and Non-Gaussian Models in Finance 1-gen-2003 Casarin, Roberto
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models 1-gen-2004 Casarin, Roberto
Bayesian Inference for Mixture of Stable Distributions 1-gen-2004 Casarin, Roberto
Bayesian Monte Carlo Filtering for Stochastic Volatility Models 1-gen-2004 Casarin, Roberto
Simulation Methods for Nonlinear and Non-Gaussian Models in Finance, Premio SIE 1-gen-2005 Casarin, Roberto
Relative Benchmark Rating and Persistence Analysis: Evidence from Italian Equity Funds 1-gen-2005 Casarin, Roberto; Lazzarin, M; Pelizzon, L; Sartore, D.
Solution Manual for Selected Problems, Monte Carlo Statistical Methods, 2nd Edition, Christian P. Robert and George Casella 1-gen-2005 Casarin, Roberto; Joutard, C; Tayeb, A.
Business Cycle and Stock Market Volatility: A Particle Filter Approach 1-gen-2006 Casarin, Roberto; Trecroci, Carmine
Bayesian inference in dynamic models with latent factors 1-gen-2007 Billio, M; Casarin, Roberto; Sartore, D.
Online data processing: Comparison of Bayesian regularized particle filters 1-gen-2007 Casarin, Roberto; Marin, J. M.
Matrix-state particle filters for Wishart stochastic volatility processes 1-gen-2007 Casarin, Roberto; Sartore, D.
Simulation Methods for Bayesian Inference on Latent Variables Models 1-gen-2007 Casarin, Roberto
Stochastic Optimization for Allocation Problems with Shortfall Risk Constraint 1-gen-2007 Billio, M; Casarin, Roberto
Particle Filters for Markov Switching Stochastic Correlation Models 1-gen-2007 Amisano, Giovanni Gabriele; Casarin, Roberto
Mostrati risultati da 1 a 20 di 32
Legenda icone

  •  file ad accesso aperto
  •  file disponibili sulla rete interna
  •  file disponibili agli utenti autorizzati
  •  file disponibili solo agli amministratori
  •  file sotto embargo
  •  nessun file disponibile