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 4 601
Black-Scholes formulae for Asian options in local volatility models 0 0 0 5 1 1 5 23
Calibration of the Hobson&Rogers model: empirical tests 0 0 0 55 1 1 6 291
Conjugate Gradient methods for solving sparse Simultaneous Equations Models 0 0 0 0 0 0 0 516
Estimating regressions and seemingly unrelated regressions with error component disturbances 0 0 0 185 0 0 4 619
NUMERICAL SOLUTION OF SURE MODELS DERIVING FROM VAR(P) PROCESSES 0 0 0 0 0 0 3 181
Non-constant volatility models a comparison 0 0 0 0 1 6 31 436
Parametrix approximations for non constant coefficient parabolic PDEs 0 0 0 43 2 2 6 206
Path dependent volatility 0 0 0 104 1 1 5 355
Total Working Papers 0 0 0 392 6 11 64 3,228


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 0 1 0 0 1 14
A comparative study of algorithms for solving seemingly unrelated regressions models 0 0 0 42 0 0 4 114
Calibration of a path-dependent volatility model: Empirical tests 0 0 1 14 0 0 3 49
Estimating seemingly unrelated regression models with vector autoregressive disturbances 0 0 0 134 0 0 4 382
Estimation of VAR Models Computational Aspects 0 0 0 84 0 0 3 218
Estimation of VAR Models: Computational Aspects 0 0 1 132 0 0 2 349
Path dependent volatility 0 0 0 25 0 0 3 77
Seemingly unrelated regression model with unequal size observations: computational aspects 0 0 0 35 0 0 0 85
Total Journal Articles 0 0 2 467 0 0 20 1,288


Statistics updated 2020-09-04