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 3 3 22 183
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 0 0 16 339
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 0 0 8 244
CDS Industrial Sector Indices, credit and liquidity risk 0 0 0 66 0 0 13 239
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 0 59 0 0 11 221
European Social Fund's lifelong learning and regional development: a case study 0 0 0 37 0 0 26 136
Fund Ratings: The method reconsidered 0 0 0 37 0 1 13 104
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 2 2 13 1 4 24 105
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 0 0 13 310
Methodological aspects of time series back-calculation 0 0 0 65 1 1 8 281
Non Central Moments of the Truncated Normal Variable 0 0 0 44 1 1 8 119
Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions 0 0 0 37 0 0 12 96
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions 0 0 0 29 0 1 15 150
Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns 0 0 0 33 0 1 12 116
Total Working Papers 0 2 2 838 6 12 201 2,643

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 0 0 12 81
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 1 1 16 89
Combining forecasts: some results on exchange and interest rates 0 0 0 139 0 1 14 441
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 0 11 1 1 7 67
Guest Editorial 0 0 0 5 1 1 9 76
Intermediate targets and instruments of monetary policy 0 0 0 37 0 1 4 141
La Style Analysis nel mercato azionario italiano 0 0 0 23 0 0 7 93
La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati 0 0 0 44 1 1 14 188
NON-CENTRAL MOMENTS OF THE TRUNCATED NORMAL VARIABLE IN FINANCE 0 0 1 8 0 0 6 19
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 0 12 0 1 7 84
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions 0 0 2 14 1 1 14 83
Square Root Iterative Filter: Theory and Applications to Econometric Models 0 0 1 12 0 1 11 46
US dollar/Euro exchange rate: a monthly econometric model for forecasting 0 0 0 478 0 3 20 2,924
Total Journal Articles 0 0 6 824 5 12 141 4,332

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Statistics updated 2026-09-10