Articoli pubblicati da:
Storti, GiuseppeRisultato della ricerca: (5 titoli )
| BL-GARCH models and asymmetries in volatility. |
Statistical methods & applications : Journal of the Italian Statistical Society - 2003
| Measuring cross-country technological catch-up through variable-parameter FDH. |
Statistical methods & applications : Journal of the Italian Statistical Society - 2002
| Modelling asymmetric volatility dynamics by multivariate BL-GARCH models |
Statistical methods & applications : Journal of the Italian Statistical Society - 2008
| A non-linear time series approach to modelling asymmetry in stock market indexes. |
Statistical methods & applications : Journal of the Italian Statistical Society - 2002
| Simulation study for the evaluation of the seasonal adjustment and forecasting performances of the Tess system |
Statistica applicata - 2000
