Sfoglia per Autore
Investment Styles in the European Equity Market
2000-01-01 Billio, M; Casarin, Roberto; Mehu, C; Sartore, D.
Metodi Monte Carlo per la Valutazione di Opzioni Finanziarie
2002-01-01 Casarin, Roberto; Gobbo, Massimiliano
Extreme Returns in a Shortfall Risk Framework
2003-01-01 Billio, M; Casarin, Roberto
Italian Equity Funds: Efficiency and Performance Persistence
2003-01-01 Casarin, Roberto; Pelizzon, L; Piva, A.
Bayesian Inference for Mixture of Stable Distributions
2003-01-01 Casarin, Roberto
Bayesian inference in dynamic models with latent factors
2003-01-01 Billio, M.; Casarin, Roberto; Sartore, D.
Simulation Methods for Nonlinear and Non-Gaussian Models in Finance
2003-01-01 Casarin, Roberto
Bayesian Inference for Generalised Markov Switching Stochastic Volatility Models
2004-01-01 Casarin, Roberto
Bayesian Inference for Mixture of Stable Distributions
2004-01-01 Casarin, Roberto
Bayesian Monte Carlo Filtering for Stochastic Volatility Models
2004-01-01 Casarin, Roberto
Simulation Methods for Nonlinear and Non-Gaussian Models in Finance, Premio SIE
2005-01-01 Casarin, Roberto
Relative Benchmark Rating and Persistence Analysis: Evidence from Italian Equity Funds
2005-01-01 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
2005-01-01 Casarin, Roberto; Joutard, C; Tayeb, A.
Business Cycle and Stock Market Volatility: A Particle Filter Approach
2006-01-01 Casarin, Roberto; Trecroci, Carmine
Bayesian inference in dynamic models with latent factors
2007-01-01 Billio, M; Casarin, Roberto; Sartore, D.
Online data processing: Comparison of Bayesian regularized particle filters
2007-01-01 Casarin, Roberto; Marin, J. M.
Matrix-state particle filters for Wishart stochastic volatility processes
2007-01-01 Casarin, Roberto; Sartore, D.
Simulation Methods for Bayesian Inference on Latent Variables Models
2007-01-01 Casarin, Roberto
Stochastic Optimization for Allocation Problems with Shortfall Risk Constraint
2007-01-01 Billio, M; Casarin, Roberto
Particle Filters for Markov Switching Stochastic Correlation Models
2007-01-01 Amisano, Giovanni Gabriele; Casarin, Roberto
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