Articoli pubblicati da:
Parpinel, FrancescaRisultato della ricerca: (6 titoli )
| Combining permutation tests to rank systemically important banks |
Statistical methods & applications : Journal of the Italian Statistical Society - 2020
| Iterative estimation procedure for option pricing with stochastic volatility models. |
Metron - 2002
| Measuring systemic risk through statistical combination |
Rivista italiana di economia demografia e statistica - 2016
| Moments of generalized quadratic forms and distributions of certain multivariate test statistics |
Journal of the Italian statistical society - 1995
| Stima di massima verosimiglianza per processi di Ito |
Statistica - 1994
| Systemically important banks: a permutation test approach |
Rivista italiana di economia demografia e statistica - 2016
