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 10 22 734
Strategic manipulations and collusions in Knaster procedure: a comment 0 0 0 22 0 3 4 75
Total Working Papers 0 0 1 206 2 13 26 809


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 1 2 2 3
A Variable Projection Algorithm for Estimating Nonlinear Systems of Equations by Iterated Generalized Least Squares 0 0 0 0 0 2 3 371
A note on direct term structure estimation using monotonic splines 0 0 0 13 0 2 2 30
A note on interest rate term structure estimation using tension splines 1 1 1 89 2 5 9 186
A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors 0 0 0 16 0 4 6 64
Approximating the solution of an integral equation arising in the theory of risk: A comment 0 0 0 2 1 4 5 24
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 0 1 3 66
IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT 0 0 0 0 0 1 2 3
Monotonicity preserving regression techniques for interest rate term structure estimation: A note 0 0 0 6 0 2 2 34
On Square Root Kalman Filtering: A Comment 0 0 0 0 3 3 3 639
On the computation of upper approximations to ultimate ruin probabilities in case of DFR claimsize distributions 0 0 0 0 0 1 3 17
On the estimation of smooth forward rate curves from a finite number of observations: A comment 0 0 0 62 0 1 1 150
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 0 6 8 38
Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces 0 1 2 27 0 5 10 97
The Estimation of Distributed Lags by Spline Functions 0 0 0 0 3 6 8 91
Total Journal Articles 1 2 3 238 10 45 67 1,813


Statistics updated 2026-03-04