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 2 11 14 174
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 2 5 10 332
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 0 2 4 240
CDS Industrial Sector Indices, credit and liquidity risk 0 0 0 66 2 9 14 238
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 1 59 0 5 10 217
European Social Fund's lifelong learning and regional development: a case study 0 0 1 37 1 19 25 132
Fund Ratings: The method reconsidered 0 0 0 37 1 3 6 95
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 0 4 11 304
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 11 2 9 12 93
Methodological aspects of time series back-calculation 0 0 0 65 0 4 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 0 9 11 93
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions 0 0 0 29 4 6 10 143
Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns 0 0 0 33 0 6 6 110
Total Working Papers 0 0 2 836 14 95 143 2,564


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 4 9 76
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 1 6 9 82
Combining forecasts: some results on exchange and interest rates 0 0 1 139 3 8 11 437
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 1 11 1 3 4 63
Guest Editorial 0 0 0 5 1 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 1 2 4 90
La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati 0 0 0 44 2 10 12 186
NON-CENTRAL MOMENTS OF THE TRUNCATED NORMAL VARIABLE IN FINANCE 0 1 1 8 0 3 4 17
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 1 12 0 2 8 82
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions 1 1 1 13 1 4 6 75
Square Root Iterative Filter: Theory and Applications to Econometric Models 0 0 1 12 1 4 7 42
US dollar/Euro exchange rate: a monthly econometric model for forecasting 0 0 0 478 7 10 15 2,918
Total Journal Articles 1 2 8 823 18 60 94 4,277


Statistics updated 2026-03-04