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 1 1,431 0 5 9 3,242
Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market Losses 0 0 0 328 0 0 0 1,258
Copula Based Monte Carlo Integration in Financial Problems 0 0 1 713 6 6 25 1,774
Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias 0 0 1 107 0 0 2 372
Forecasting Distributions with Experts Advice 0 0 0 56 0 0 1 268
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices 0 0 0 159 1 1 1 496
Nearest Neighbor Conditional Estimation for Harris Recurrent Markov Chains 0 0 0 77 0 0 3 188
New Test Statistics for Market Timing with Application to Emerging markets 0 0 0 236 0 0 0 738
Nonparametric Estimation of Multivariate Distributions with Given Marginals 0 0 1 478 0 0 2 1,097
Online Forecast Combination for Dependent Heterogeneous Data 0 0 1 83 1 1 2 215
Sample Covariance Shrinkage for High Dimensional Dependent Data 0 0 0 249 0 0 0 810
Universality of Bayesian Predictions 0 0 0 113 0 0 0 214
Total Working Papers 0 0 5 4,030 8 13 45 10,672

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 0 0 38
Calculating hedge fund risk: the draw down and the maximum draw down 0 0 0 360 0 0 0 1,550
Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines* 0 0 1 61 0 0 3 236
Conditional estimation for dependent functional data 0 0 0 16 0 0 0 47
Consistent estimation of a general nonparametric regression function in time series 0 0 0 39 0 2 4 92
Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric 0 0 0 13 0 0 1 51
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions 0 0 0 22 0 0 0 70
Molten lava meets market languor 0 0 0 15 0 0 0 105
Nearest neighbor conditional estimation for Harris recurrent Markov chains 0 0 0 6 0 2 3 39
New test statistics for market timing with applications to emerging markets hedge funds 0 0 0 77 0 0 1 293
Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: L1 and pointwise convergence theory 0 0 0 17 0 0 1 64
Online forecast combinations of distributions: Worst case bounds 0 0 0 18 0 0 2 92
RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA 0 0 2 28 0 0 3 66
Sample covariance shrinkage for high dimensional dependent data 0 0 0 21 1 1 1 76
Strong law of large numbers for pairwise positive quadrant dependent random variables 0 0 0 30 0 0 0 117
THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS 1 1 5 183 1 2 11 434
Weak conditions for shrinking multivariate nonparametric density estimators 0 0 0 3 0 0 0 22
Total Journal Articles 1 1 8 920 2 7 30 3,392

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Statistics updated 2025-10-06