Articoli di "Storti, Giuseppe"

Articolo Anno: 2008

Modelling asymmetric volatility dynamics by multivariate BL-GARCH models

Storti, Giuseppe

In: Statistical methods & applications : Journal of the Italian Statistical Society , Vol. 17, n. 2, pp. 251-274

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Articolo Anno: 2003

BL-GARCH models and asymmetries in volatility.

Storti, Giuseppe - Vitale, Cosimo

In: Statistical methods & applications : Journal of the Italian Statistical Society , Vol. 12, n. 1, pp. 19-39

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Articolo Anno: 2002

Measuring cross-country technological catch-up through variable-parameter FDH.

Storti, Giuseppe - Destefanis, Sergio

In: Statistical methods & applications : Journal of the Italian Statistical Society , Vol. 11, n. 1, pp. 109-125

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Articolo Anno: 2002

A non-linear time series approach to modelling asymmetry in stock market indexes.

Storti, Giuseppe - Amendola, Alessandra

In: Statistical methods & applications : Journal of the Italian Statistical Society , Vol. 11, n. 2, pp. 201-216

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Articolo Anno: 2000

Simulation study for the evaluation of the seasonal adjustment and forecasting performances of the Tess system

Giordano, Francesco - Niglio, Marcella - Storti, Giuseppe

In: Statistica applicata , Vol. 12, n. 3, pp. 341-360

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