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 1 7 15 175
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 1 6 11 333
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 1 3 5 241
CDS Industrial Sector Indices, credit and liquidity risk 0 0 0 66 0 7 14 238
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 1 59 0 4 10 217
European Social Fund's lifelong learning and regional development: a case study 0 0 1 37 1 5 26 133
Fund Ratings: The method reconsidered 0 0 0 37 1 2 6 96
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 11 1 8 13 94
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 3 7 14 307
Methodological aspects of time series back-calculation 0 0 0 65 0 2 6 278
Non Central Moments of the Truncated Normal Variable 0 0 0 44 0 3 4 115
Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions 0 0 0 37 1 8 11 94
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions 0 0 0 29 2 8 11 145
Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns 0 0 0 33 0 4 6 110
Total Working Papers 0 0 2 836 12 74 152 2,576


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 0 2 25 2 6 11 78
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 0 3 9 82
Combining forecasts: some results on exchange and interest rates 0 0 1 139 1 7 12 438
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 1 11 0 2 4 63
Guest Editorial 0 0 0 5 0 3 3 70
Intermediate targets and instruments of monetary policy 0 0 0 37 0 1 2 139
La Style Analysis nel mercato azionario italiano 0 0 0 23 0 2 4 90
La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati 0 0 0 44 1 7 13 187
NON-CENTRAL MOMENTS OF THE TRUNCATED NORMAL VARIABLE IN FINANCE 0 1 1 8 0 2 4 17
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 1 12 0 0 8 82
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions 0 1 1 13 0 3 6 75
Square Root Iterative Filter: Theory and Applications to Econometric Models 0 0 1 12 0 2 7 42
US dollar/Euro exchange rate: a monthly econometric model for forecasting 0 0 0 478 1 9 16 2,919
Total Journal Articles 0 2 8 823 5 47 99 4,282


Statistics updated 2026-04-09