Access Statistics for Domenico Sartore

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 scoring rule for factor and autoregressive models under misspecification 0 0 0 71 5 7 8 168
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 0 4 5 327
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 0 2 3 238
CDS Industrial Sector Indices, credit and liquidity risk 0 0 0 66 2 5 8 231
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 1 59 1 3 7 213
European Social Fund's lifelong learning and regional development: a case study 0 0 1 37 15 17 23 128
Fund Ratings: The method reconsidered 0 0 0 37 2 2 5 94
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 0 3 8 300
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 11 2 5 5 86
Methodological aspects of time series back-calculation 0 0 0 65 2 3 5 276
Non Central Moments of the Truncated Normal Variable 0 0 0 44 0 1 2 112
Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions 0 0 0 37 2 2 5 86
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions 0 0 0 29 0 2 6 137
Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns 0 0 0 33 2 2 3 106
Total Working Papers 0 0 2 836 33 58 93 2,502


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets 0 2 2 25 0 3 5 72
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 3 5 6 79
Combining forecasts: some results on exchange and interest rates 0 0 1 139 2 3 5 431
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 1 11 1 1 2 61
Guest Editorial 0 0 0 5 0 0 0 67
Intermediate targets and instruments of monetary policy 0 0 0 37 0 1 1 138
La Style Analysis nel mercato azionario italiano 0 0 1 23 0 2 5 88
La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati 0 0 0 44 4 5 6 180
NON-CENTRAL MOMENTS OF THE TRUNCATED NORMAL VARIABLE IN FINANCE 0 0 1 7 1 2 3 15
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 1 12 2 5 8 82
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions 0 0 0 12 1 3 3 72
Square Root Iterative Filter: Theory and Applications to Econometric Models 0 1 1 12 2 5 6 40
US dollar/Euro exchange rate: a monthly econometric model for forecasting 0 0 0 478 2 6 9 2,910
Total Journal Articles 0 3 8 821 18 41 59 4,235


Statistics updated 2026-01-09