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 1 183 0 1 3 712
Strategic manipulations and collusions in Knaster procedure: a comment 0 0 0 22 0 0 0 71
Total Working Papers 0 0 1 205 0 1 3 783


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 0 1 368
A note on direct term structure estimation using monotonic splines 0 0 1 13 0 0 1 28
A note on interest rate term structure estimation using tension splines 0 0 0 88 0 0 0 177
A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors 0 0 0 16 0 0 0 58
Approximating the solution of an integral equation arising in the theory of risk: A comment 0 0 0 2 0 0 0 19
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 0 0 63
IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT 0 0 0 0 0 0 0 1
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 0 0 0 14
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 0 1 1 30
Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces 0 0 0 25 0 0 2 87
The Estimation of Distributed Lags by Spline Functions 0 0 0 0 0 0 1 83
Total Journal Articles 0 0 1 235 0 1 6 1,746


Statistics updated 2025-03-03