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 7 10 11 625
Black-Scholes formulae for Asian options in local volatility models 0 0 1 10 2 3 4 39
Calibration of the Hobson&Rogers model: empirical tests 1 1 1 56 1 1 1 304
Conjugate Gradient methods for solving sparse Simultaneous Equations Models 0 0 0 0 0 1 2 522
Estimating regressions and seemingly unrelated regressions with error component disturbances 0 0 0 185 1 4 6 636
NUMERICAL SOLUTION OF SURE MODELS DERIVING FROM VAR(P) PROCESSES 0 0 0 0 1 1 1 184
Non-constant volatility models a comparison 0 0 0 0 1 1 2 498
Parametrix approximations for non constant coefficient parabolic PDEs 0 0 0 44 0 0 2 215
Path dependent volatility 0 0 0 105 1 2 7 375
Total Working Papers 1 1 2 400 14 23 36 3,398


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 1 1 1 124
Calibration of a path-dependent volatility model: Empirical tests 0 0 0 16 0 3 3 64
Coping with the Inequity and Inefficiency of the H-Index: A Cross-Disciplinary Empirical Analysis 0 0 0 0 2 4 4 5
Estimating seemingly unrelated regression models with vector autoregressive disturbances 0 0 0 136 0 0 1 391
Estimation of VAR Models Computational Aspects 0 0 0 85 1 2 3 224
Estimation of VAR Models: Computational Aspects 0 0 0 132 0 1 3 355
Path dependent volatility 0 0 1 28 1 2 9 94
Seemingly unrelated regression model with unequal size observations: computational aspects 0 0 0 36 0 0 1 90
Total Journal Articles 0 0 1 478 5 13 25 1,362


Statistics updated 2026-01-09