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 8 20 180
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 5 8 16 338
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 2 3 7 243
CDS Industrial Sector Indices, credit and liquidity risk 0 0 0 66 1 3 15 239
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 1 59 3 3 13 220
European Social Fund's lifelong learning and regional development: a case study 0 0 1 37 2 4 28 135
Fund Ratings: The method reconsidered 0 0 0 37 7 9 12 103
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 3 6 17 310
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 11 6 9 19 100
Methodological aspects of time series back-calculation 0 0 0 65 2 2 8 280
Non Central Moments of the Truncated Normal Variable 0 0 0 44 3 3 7 118
Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions 0 0 0 37 2 3 12 96
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions 0 0 0 29 3 9 14 148
Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns 0 0 0 33 5 5 11 115
Total Working Papers 0 0 2 836 49 75 199 2,625


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 3 5 14 81
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 5 6 14 87
Combining forecasts: some results on exchange and interest rates 0 0 1 139 2 6 14 440
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 1 11 1 2 5 64
Guest Editorial 0 0 0 5 4 5 7 74
Intermediate targets and instruments of monetary policy 0 0 0 37 1 1 3 140
La Style Analysis nel mercato azionario italiano 0 0 0 23 3 4 7 93
La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati 0 0 0 44 0 3 13 187
NON-CENTRAL MOMENTS OF THE TRUNCATED NORMAL VARIABLE IN FINANCE 0 0 1 8 1 1 5 18
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 1 12 1 1 9 83
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions 1 2 2 14 3 4 9 78
Square Root Iterative Filter: Theory and Applications to Econometric Models 0 0 1 12 3 4 10 45
US dollar/Euro exchange rate: a monthly econometric model for forecasting 0 0 0 478 2 10 18 2,921
Total Journal Articles 1 2 9 824 29 52 128 4,311


Statistics updated 2026-05-06