Access Statistics for Alessio Sancetta

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
Bernstein Approximations to the Copula Function and Portfolio Optimization 0 0 1 1,431 0 2 4 3,237
Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market Losses 0 0 0 328 0 0 0 1,258
Copula Based Monte Carlo Integration in Financial Problems 0 0 0 712 1 3 4 1,752
Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias 0 0 1 107 0 0 2 372
Forecasting Distributions with Experts Advice 0 0 0 56 0 1 2 268
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices 0 0 0 159 0 0 0 495
Nearest Neighbor Conditional Estimation for Harris Recurrent Markov Chains 0 0 0 77 0 2 3 188
New Test Statistics for Market Timing with Application to Emerging markets 0 0 0 236 0 0 0 738
Nonparametric Estimation of Multivariate Distributions with Given Marginals 0 0 0 477 1 1 1 1,096
Online Forecast Combination for Dependent Heterogeneous Data 0 0 0 82 0 0 0 213
Sample Covariance Shrinkage for High Dimensional Dependent Data 0 0 0 249 0 0 2 810
Universality of Bayesian Predictions 0 0 0 113 0 0 0 214
Total Working Papers 0 0 2 4,027 2 9 18 10,641

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrap model selection for possibly dependent and heterogeneous data 0 0 0 11 0 0 0 38
Calculating hedge fund risk: the draw down and the maximum draw down 0 0 0 360 0 0 0 1,550
Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines* 0 0 0 60 0 0 0 233
Conditional estimation for dependent functional data 0 0 0 16 0 0 0 47
Consistent estimation of a general nonparametric regression function in time series 0 0 0 39 0 0 2 90
Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric 0 0 0 13 0 1 1 51
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions 0 0 0 22 0 0 0 70
Molten lava meets market languor 0 0 0 15 0 0 0 105
Nearest neighbor conditional estimation for Harris recurrent Markov chains 0 0 0 6 0 0 1 37
New test statistics for market timing with applications to emerging markets hedge funds 0 0 0 77 0 0 1 293
Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: L1 and pointwise convergence theory 0 0 0 17 0 1 1 64
Online forecast combinations of distributions: Worst case bounds 0 0 0 18 0 0 2 92
RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA 0 0 0 26 0 0 1 64
Sample covariance shrinkage for high dimensional dependent data 0 0 0 21 0 0 0 75
Strong law of large numbers for pairwise positive quadrant dependent random variables 0 0 0 30 0 0 0 117
THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS 0 1 10 182 1 3 15 430
Weak conditions for shrinking multivariate nonparametric density estimators 0 0 0 3 0 0 1 22
Total Journal Articles 0 1 10 916 1 5 25 3,378

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Statistics updated 2025-05-12