Access Statistics for Alessio Sancetta

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
Bernstein Approximations to the Copula Function and Portfolio Optimization 0 0 0 1,431 1 17 52 3,289
Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market Losses 0 0 0 328 0 0 11 1,269
Copula Based Monte Carlo Integration in Financial Problems 1 2 4 716 2 13 48 1,800
Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias 0 0 0 107 0 2 12 384
Forecasting Distributions with Experts Advice 0 0 0 56 0 4 9 277
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices 0 0 0 159 0 6 17 512
Nearest Neighbor Conditional Estimation for Harris Recurrent Markov Chains 0 0 0 77 1 4 7 195
New Test Statistics for Market Timing with Application to Emerging markets 0 0 0 236 0 2 11 749
Nonparametric Estimation of Multivariate Distributions with Given Marginals 0 0 1 478 1 3 17 1,113
Online Forecast Combination for Dependent Heterogeneous Data 0 0 1 83 0 3 19 232
Sample Covariance Shrinkage for High Dimensional Dependent Data 0 0 0 249 0 5 13 823
Universality of Bayesian Predictions 0 0 0 113 0 3 7 221
Total Working Papers 1 2 6 4,033 5 62 223 10,864

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrap model selection for possibly dependent and heterogeneous data 0 0 0 11 0 5 11 49
Calculating hedge fund risk: the draw down and the maximum draw down 0 0 0 360 0 2 3 1,553
Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines* 0 0 1 61 0 2 14 247
Conditional estimation for dependent functional data 0 0 0 16 0 3 6 53
Consistent estimation of a general nonparametric regression function in time series 0 0 0 39 0 3 16 106
Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric 0 0 0 13 0 0 1 52
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions 0 0 0 22 1 2 8 78
Molten lava meets market languor 0 0 0 15 0 2 8 113
Nearest neighbor conditional estimation for Harris recurrent Markov chains 0 0 0 6 0 2 12 49
New test statistics for market timing with applications to emerging markets hedge funds 0 0 0 77 0 1 11 304
Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: L1 and pointwise convergence theory 0 0 0 17 1 5 12 76
Online forecast combinations of distributions: Worst case bounds 0 0 0 18 1 4 15 107
RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA 0 0 1 28 0 5 8 73
Sample covariance shrinkage for high dimensional dependent data 0 0 0 21 2 2 5 80
Strong law of large numbers for pairwise positive quadrant dependent random variables 0 0 0 30 0 3 7 124
THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS 1 5 6 188 4 12 22 454
Weak conditions for shrinking multivariate nonparametric density estimators 0 0 0 3 0 1 5 27
Total Journal Articles 1 5 8 925 9 54 164 3,545

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04