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 0 0 19 180
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 0 1 16 339
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 0 1 8 244
CDS Industrial Sector Indices, credit and liquidity risk 0 0 0 66 0 0 14 239
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 1 59 0 1 13 221
European Social Fund's lifelong learning and regional development: a case study 0 0 0 37 0 1 27 136
Fund Ratings: The method reconsidered 0 0 0 37 0 1 13 104
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 0 0 14 310
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 1 2 2 13 1 4 23 104
Methodological aspects of time series back-calculation 0 0 0 65 0 0 7 280
Non Central Moments of the Truncated Normal Variable 0 0 0 44 0 0 7 118
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 2 15 150
Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns 0 0 0 33 1 1 12 116
Total Working Papers 1 2 3 838 2 12 200 2,637


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 0 1 15 88
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 1 11 0 2 7 66
Guest Editorial 0 0 0 5 0 1 8 75
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 0 0 13 187
NON-CENTRAL MOMENTS OF THE TRUNCATED NORMAL VARIABLE IN FINANCE 0 0 1 8 0 1 6 19
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 0 12 1 1 7 84
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions 0 0 2 14 0 4 13 82
Square Root Iterative Filter: Theory and Applications to Econometric Models 0 0 1 12 1 1 11 46
US dollar/Euro exchange rate: a monthly econometric model for forecasting 0 0 0 478 2 3 20 2,924
Total Journal Articles 0 0 7 824 4 16 137 4,327


Statistics updated 2026-08-07