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 2 11 14 629
Black-Scholes formulae for Asian options in local volatility models 0 0 1 10 0 4 6 41
Calibration of the Hobson&Rogers model: empirical tests 0 1 1 56 0 1 1 304
Conjugate Gradient methods for solving sparse Simultaneous Equations Models 0 0 0 0 9 24 25 546
Estimating regressions and seemingly unrelated regressions with error component disturbances 0 0 0 185 0 2 7 637
NUMERICAL SOLUTION OF SURE MODELS DERIVING FROM VAR(P) PROCESSES 0 0 0 0 2 6 6 189
Non-constant volatility models a comparison 0 0 0 0 2 3 4 500
Parametrix approximations for non constant coefficient parabolic PDEs 0 0 0 44 1 4 5 219
Path dependent volatility 0 0 0 105 0 6 12 380
Total Working Papers 0 1 2 400 16 61 80 3,445


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 1 1 16
A comparative study of algorithms for solving seemingly unrelated regressions models 0 0 0 44 0 3 3 126
Calibration of a path-dependent volatility model: Empirical tests 0 0 0 16 0 3 6 67
Coping with the Inequity and Inefficiency of the H-Index: A Cross-Disciplinary Empirical Analysis 0 0 0 0 0 2 4 5
Estimating seemingly unrelated regression models with vector autoregressive disturbances 0 0 0 136 0 5 6 396
Estimation of VAR Models Computational Aspects 0 0 0 85 0 1 2 224
Estimation of VAR Models: Computational Aspects 0 0 0 132 0 3 5 358
Path dependent volatility 0 0 1 28 1 3 8 96
Seemingly unrelated regression model with unequal size observations: computational aspects 0 0 0 36 0 1 2 91
Total Journal Articles 0 0 1 478 1 22 37 1,379


Statistics updated 2026-03-04