CORTESE, FEDERICO PASQUALE
CORTESE, FEDERICO PASQUALE
DIPARTIMENTO DI ECONOMIA, METODI QUANTITATIVI E STRATEGIE DI IMPRESA
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Risultati 1 - 9 di 9 (tempo di esecuzione: 0.012 secondi).
Tail Dependence in Financial Markets: A Dynamic Copula Approach
2019 Cortese, F
Hidden Markov and regime switching copula models for state allocation in multiple time-series
2021 Bartolucci, F; Pennoni, F; Cortese, F
A Regime switching Student-t copula model for the analysis of cryptocurrencies data
2022 Cortese, F; Bartolucci, F; Pennoni, F
Maximum likelihood estimation of multivariate regime switching Student-t copula models
2023 Cortese, F; Pennoni, F; Bartolucci, F
What Drives Cryptocurrency Returns? A Sparse Statistical Jump Model Approach
2023 Cortese, F; Kolm, P; Lindstrom, E
Generalized Information Criteria for Sparse Statistical Jump Models
2023 Cortese, F; Kolm, P; Linstrom, E
What drives cryptocurrency returns? A sparse statistical jump model approach
2023 Cortese, F; Kolm, P; Lindström, E
Statistical Modeling and Temporal Clustering of Multivariate Time-Series with Applications to Financial Data
2024 Cortese, F
Maximum Likelihood Estimation of Multivariate Regime Switching Student-t Copula Models
2024 Cortese, F; Pennoni, F; Bartolucci, F