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 1 615
Black-Scholes formulae for Asian options in local volatility models 0 0 1 10 0 0 1 36
Calibration of the Hobson&Rogers model: empirical tests 0 0 0 55 0 0 2 303
Conjugate Gradient methods for solving sparse Simultaneous Equations Models 0 0 0 0 0 0 1 521
Estimating regressions and seemingly unrelated regressions with error component disturbances 0 0 0 185 0 0 3 631
NUMERICAL SOLUTION OF SURE MODELS DERIVING FROM VAR(P) PROCESSES 0 0 0 0 0 0 1 183
Non-constant volatility models a comparison 0 0 0 0 0 0 3 497
Parametrix approximations for non constant coefficient parabolic PDEs 0 0 0 44 0 1 2 215
Path dependent volatility 0 0 0 105 0 2 5 372
Total Working Papers 0 0 1 399 0 3 19 3,373


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 0 15
A comparative study of algorithms for solving seemingly unrelated regressions models 0 0 0 44 0 0 0 123
Calibration of a path-dependent volatility model: Empirical tests 0 0 0 16 0 0 0 61
Coping with the Inequity and Inefficiency of the H-Index: A Cross-Disciplinary Empirical Analysis 0 0 0 0 0 0 0 1
Estimating seemingly unrelated regression models with vector autoregressive disturbances 0 0 0 136 1 1 1 391
Estimation of VAR Models Computational Aspects 0 0 0 85 0 0 1 222
Estimation of VAR Models: Computational Aspects 0 0 0 132 0 1 3 354
Path dependent volatility 1 1 2 28 1 1 7 89
Seemingly unrelated regression model with unequal size observations: computational aspects 0 0 0 36 0 0 0 89
Total Journal Articles 1 1 2 478 2 3 12 1,345


Statistics updated 2025-08-05