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 2 3 163
Bayesian Inference on Dynamic Models with Latent Factors 0 0 0 123 2 4 5 327
Bayesian Markov Switching Stochastic Correlation Models 0 0 0 106 2 2 3 238
CDS Industrial Sector Indices, credit and liquidity risk 0 0 0 66 1 3 6 229
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 1 59 1 2 6 212
European Social Fund's lifelong learning and regional development: a case study 0 0 1 37 1 3 8 113
Fund Ratings: The method reconsidered 0 0 0 37 0 1 3 92
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 11 3 3 3 84
Matrix-State Particle Filter for Wishart Stochastic Volatility Processes 0 0 0 118 2 3 8 300
Methodological aspects of time series back-calculation 0 0 1 65 1 1 4 274
Non Central Moments of the Truncated Normal Variable 0 0 0 44 0 1 2 112
Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions 0 0 0 37 0 0 3 84
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions 0 0 0 29 2 2 6 137
Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns 0 0 0 33 0 0 1 104
Total Working Papers 0 0 3 836 17 27 61 2,469


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 1 2 3 25 2 3 6 72
A Scoring Rule for Factor and Autoregressive Models Under Misspecification 0 0 0 16 1 3 3 76
Combining forecasts: some results on exchange and interest rates 0 0 2 139 1 2 4 429
Deciphering the Libor and Euribor Spreads during the subprime crisis 0 0 1 11 0 0 1 60
Guest Editorial 0 0 0 5 0 0 0 67
Intermediate targets and instruments of monetary policy 0 0 0 37 1 1 1 138
La Style Analysis nel mercato azionario italiano 0 0 1 23 2 2 5 88
La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati 0 0 0 44 1 2 2 176
NON-CENTRAL MOMENTS OF THE TRUNCATED NORMAL VARIABLE IN FINANCE 0 0 1 7 1 1 2 14
Relative benchmark rating and persistence analysis: Evidence from Italian equity funds 0 0 1 12 2 3 6 80
Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions 0 0 0 12 2 2 2 71
Square Root Iterative Filter: Theory and Applications to Econometric Models 1 1 1 12 3 3 4 38
US dollar/Euro exchange rate: a monthly econometric model for forecasting 0 0 0 478 2 4 7 2,908
Total Journal Articles 2 3 10 821 18 26 43 4,217


Statistics updated 2025-12-06