Access Statistics for Domenico Sartore

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A scoring rule for factor and autoregressive models under misspecification	0	0	0	71	4	11	12	172
Bayesian Inference on Dynamic Models with Latent Factors	0	0	0	123	3	5	8	330
Bayesian Markov Switching Stochastic Correlation Models	0	0	0	106	2	4	4	240
CDS Industrial Sector Indices, credit and liquidity risk	0	0	0	66	5	8	13	236
Deciphering the Libor and Euribor Spreads during the subprime crisis	0	0	1	59	4	6	10	217
European Social Fund's lifelong learning and regional development: a case study	0	0	1	37	3	19	24	131
Fund Ratings: The method reconsidered	0	0	0	37	0	2	5	94
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes	0	0	0	118	4	6	12	304
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes	0	0	0	11	5	10	10	91
Methodological aspects of time series back-calculation	0	0	0	65	2	5	6	278
Non Central Moments of the Truncated Normal Variable	0	0	0	44	3	3	4	115
Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions	0	0	0	37	7	9	12	93
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions	0	0	0	29	2	4	6	139
Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns	0	0	0	33	4	6	6	110
Total Working Papers	0	0	2	836	48	98	132	2,550

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets	0	1	2	25	4	6	9	76
A Scoring Rule for Factor and Autoregressive Models Under Misspecification	0	0	0	16	2	6	8	81
Combining forecasts: some results on exchange and interest rates	0	0	1	139	3	6	8	434
Deciphering the Libor and Euribor Spreads during the subprime crisis	0	0	1	11	1	2	3	62
Guest Editorial	0	0	0	5	2	2	2	69
Intermediate targets and instruments of monetary policy	0	0	0	37	1	2	2	139
La Style Analysis nel mercato azionario italiano	0	0	0	23	1	3	4	89
La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati	0	0	0	44	4	9	10	184
NON-CENTRAL MOMENTS OF THE TRUNCATED NORMAL VARIABLE IN FINANCE	1	1	1	8	2	4	4	17
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds	0	0	1	12	0	4	8	82
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions	0	0	0	12	2	5	5	74
Square Root Iterative Filter: Theory and Applications to Econometric Models	0	1	1	12	1	6	7	41
US dollar/Euro exchange rate: a monthly econometric model for forecasting	0	0	0	478	1	5	10	2,911
Total Journal Articles	1	3	7	822	24	60	80	4,259

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12