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 1 4 18 633
Black-Scholes formulae for Asian options in local volatility models 0 0 0 10 0 2 7 43
Calibration of the Hobson&Rogers model: empirical tests 0 0 1 56 1 4 5 308
Conjugate Gradient methods for solving sparse Simultaneous Equations Models 0 0 0 0 2 5 30 551
Estimating regressions and seemingly unrelated regressions with error component disturbances 0 0 0 185 1 4 10 641
NUMERICAL SOLUTION OF SURE MODELS DERIVING FROM VAR(P) PROCESSES 0 0 0 0 0 2 8 191
Non-constant volatility models a comparison 0 0 0 0 0 1 4 501
Parametrix approximations for non constant coefficient parabolic PDEs 0 0 0 44 1 1 6 220
Path dependent volatility 0 0 0 105 1 5 14 385
Total Working Papers 0 0 1 400 7 28 102 3,473


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 1 1 2 1 3 4 19
A comparative study of algorithms for solving seemingly unrelated regressions models 0 0 0 44 0 1 4 127
Calibration of a path-dependent volatility model: Empirical tests 0 0 0 16 0 3 9 70
Coping with the Inequity and Inefficiency of the H-Index: A Cross-Disciplinary Empirical Analysis 0 0 0 0 1 5 9 10
Estimating seemingly unrelated regression models with vector autoregressive disturbances 0 0 0 136 0 1 7 397
Estimation of VAR Models Computational Aspects 0 0 0 85 0 3 5 227
Estimation of VAR Models: Computational Aspects 0 0 0 132 0 2 7 360
Path dependent volatility 0 0 1 28 1 6 14 102
Seemingly unrelated regression model with unequal size observations: computational aspects 0 0 0 36 1 1 3 92
Total Journal Articles 0 1 2 479 4 25 62 1,404


Statistics updated 2026-06-04