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 1 71 0 0 1 160
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 0 0 0 322
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 0 1 3 236
CDS Industrial Sector Indices, credit and liquidity risk 0 0 0 66 1 1 1 224
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 0 58 0 1 1 207
European Social Fund's lifelong learning and regional development: a case study 0 0 0 36 0 2 2 107
Fund Ratings: The method reconsidered 0 0 0 37 0 0 0 89
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 11 0 0 0 81
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 1 1 2 293
Methodological aspects of time series back-calculation 0 1 1 65 0 2 3 272
Non Central Moments of the Truncated Normal Variable 0 0 0 44 0 1 6 111
Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions 0 0 0 37 1 1 5 82
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions 0 0 0 29 0 2 6 133
Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns 0 0 0 33 0 1 1 104
Total Working Papers 0 1 2 834 3 13 31 2,421


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 1 3 23 0 1 6 67
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 0 0 2 73
Combining forecasts: some results on exchange and interest rates 0 1 1 138 0 1 3 426
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 0 10 0 0 0 59
Guest Editorial 0 0 0 5 0 0 0 67
Intermediate targets and instruments of monetary policy 0 0 0 37 0 0 0 137
La Style Analysis nel mercato azionario italiano 0 1 1 23 1 3 3 86
La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati 0 0 1 44 0 0 1 174
NON-CENTRAL MOMENTS OF THE TRUNCATED NORMAL VARIABLE IN FINANCE 0 1 1 7 0 1 2 13
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 0 11 0 0 0 74
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions 0 0 0 12 0 0 1 69
Square Root Iterative Filter: Theory and Applications to Econometric Models 0 0 0 11 1 1 2 35
US dollar/Euro exchange rate: a monthly econometric model for forecasting 0 0 0 478 2 2 2 2,903
Total Journal Articles 0 4 7 815 4 9 22 4,183


Statistics updated 2025-03-03