Access Statistics for Corrado Corradi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
On the efficient application of the repeated Richardson extrapolation technique to option pricing 0 0 1 184 2 7 13 724
Strategic manipulations and collusions in Knaster procedure: a comment 0 0 0 22 0 0 1 72
Total Working Papers 0 0 1 206 2 7 14 796


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON THE COMPUTATION OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES 0 0 0 0 0 0 0 1
A Variable Projection Algorithm for Estimating Nonlinear Systems of Equations by Iterated Generalized Least Squares 0 0 0 0 0 1 1 369
A note on direct term structure estimation using monotonic splines 0 0 0 13 0 0 0 28
A note on interest rate term structure estimation using tension splines 0 0 0 88 2 3 4 181
A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors 0 0 0 16 0 2 2 60
Approximating the solution of an integral equation arising in the theory of risk: A comment 0 0 0 2 1 1 1 20
Erratum to: "A note on interest rate term structure estimation using tension splines" [Insurance: Mathematics and Economics 22 (1998) 139-143] 0 0 0 19 2 2 2 65
IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT 0 0 0 0 0 1 1 2
Monotonicity preserving regression techniques for interest rate term structure estimation: A note 0 0 0 6 0 0 0 32
On Square Root Kalman Filtering: A Comment 0 0 0 0 0 0 0 636
On the computation of upper approximations to ultimate ruin probabilities in case of DFR claimsize distributions 0 0 0 0 1 2 2 16
On the estimation of smooth forward rate curves from a finite number of observations: A comment 0 0 0 62 0 0 0 149
Pricing equity and debt tranches of collateralized funds of hedge fund obligations: An approach based on stochastic time change and Esscher-transformed martingale measure 0 0 0 4 1 1 3 32
Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces 0 0 1 26 0 2 5 92
The Estimation of Distributed Lags by Spline Functions 0 0 0 0 2 2 2 85
Total Journal Articles 0 0 1 236 9 17 23 1,768


Statistics updated 2025-12-06