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 3 7 26 739
Strategic manipulations and collusions in Knaster procedure: a comment 0 0 0 22 2 2 5 77
Total Working Papers 0 0 1 206 5 9 31 816


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 3 4 5 6
A Variable Projection Algorithm for Estimating Nonlinear Systems of Equations by Iterated Generalized Least Squares 0 0 0 0 1 2 5 373
A note on direct term structure estimation using monotonic splines 0 0 0 13 3 3 5 33
A note on interest rate term structure estimation using tension splines 0 1 1 89 1 4 11 188
A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors 0 0 0 16 3 3 9 67
Approximating the solution of an integral equation arising in the theory of risk: A comment 0 0 0 2 2 4 8 27
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 4 5 8 71
IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT 0 0 0 0 3 3 5 6
Monotonicity preserving regression techniques for interest rate term structure estimation: A note 0 0 0 6 1 1 3 35
On Square Root Kalman Filtering: A Comment 0 0 0 0 1 4 4 640
On the computation of upper approximations to ultimate ruin probabilities in case of DFR claimsize distributions 0 0 0 0 2 3 6 20
On the estimation of smooth forward rate curves from a finite number of observations: A comment 0 0 0 62 5 5 6 155
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 2 3 11 41
Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces 0 0 1 27 2 2 10 99
The Estimation of Distributed Lags by Spline Functions 0 0 0 0 2 5 10 93
Total Journal Articles 0 1 2 238 35 51 106 1,854


Statistics updated 2026-05-06