Access Statistics for Paolo Foschi

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
A recursive algorithm for solving SUR models 0 0 0 0 0 0 18 633
Black-Scholes formulae for Asian options in local volatility models 0 0 0 10 0 1 8 44
Calibration of the Hobson&Rogers model: empirical tests 0 0 1 56 0 0 5 308
Conjugate Gradient methods for solving sparse Simultaneous Equations Models 0 0 0 0 0 0 30 551
Estimating regressions and seemingly unrelated regressions with error component disturbances 0 0 0 185 0 1 10 642
NUMERICAL SOLUTION OF SURE MODELS DERIVING FROM VAR(P) PROCESSES 0 0 0 0 1 1 9 192
Non-constant volatility models a comparison 0 0 0 0 2 2 6 503
Parametrix approximations for non constant coefficient parabolic PDEs 0 0 0 44 0 0 5 220
Path dependent volatility 0 0 0 105 0 0 13 385
Total Working Papers 0 0 1 400 3 5 104 3,478


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
3rd Special issue on matrix computations and statistics 0 0 1 2 0 0 4 19
A comparative study of algorithms for solving seemingly unrelated regressions models 0 0 0 44 1 2 6 129
Calibration of a path-dependent volatility model: Empirical tests 0 0 0 16 0 0 9 70
Coping with the Inequity and Inefficiency of the H-Index: A Cross-Disciplinary Empirical Analysis 0 0 0 0 1 1 10 11
Estimating seemingly unrelated regression models with vector autoregressive disturbances 0 0 0 136 0 1 7 398
Estimation of VAR Models Computational Aspects 0 0 0 85 0 0 5 227
Estimation of VAR Models: Computational Aspects 0 0 0 132 0 1 7 361
Path dependent volatility 0 0 0 28 0 0 10 102
Seemingly unrelated regression model with unequal size observations: computational aspects 0 0 0 36 0 1 4 93
Total Journal Articles 0 0 1 479 2 6 62 1,410


Statistics updated 2026-09-10