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 0 1 48 3,290
Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market Losses 0 0 0 328 0 2 13 1,271
Copula Based Monte Carlo Integration in Financial Problems 0 0 3 716 0 0 32 1,800
Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias 0 0 0 107 0 0 12 384
Forecasting Distributions with Experts Advice 0 0 0 56 2 3 12 280
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices 0 0 0 159 0 0 17 512
Nearest Neighbor Conditional Estimation for Harris Recurrent Markov Chains 0 0 0 77 0 1 8 196
New Test Statistics for Market Timing with Application to Emerging markets 0 0 0 236 0 1 12 750
Nonparametric Estimation of Multivariate Distributions with Given Marginals 0 0 0 478 1 2 18 1,115
Online Forecast Combination for Dependent Heterogeneous Data 0 0 0 83 0 1 19 233
Sample Covariance Shrinkage for High Dimensional Dependent Data 0 0 0 249 0 0 13 823
Universality of Bayesian Predictions 0 0 0 113 0 0 7 221
Total Working Papers 0 0 3 4,033 3 11 211 10,875

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 2 3 14 52
Calculating hedge fund risk: the draw down and the maximum draw down 0 0 0 360 1 1 4 1,554
Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines* 0 0 0 61 1 2 13 249
Conditional estimation for dependent functional data 0 0 0 16 0 0 6 53
Consistent estimation of a general nonparametric regression function in time series 0 0 0 39 0 2 16 108
Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric 0 0 0 13 1 1 2 53
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions 0 0 0 22 0 0 8 78
Molten lava meets market languor 0 0 0 15 0 0 8 113
Nearest neighbor conditional estimation for Harris recurrent Markov chains 0 0 0 6 0 0 10 49
New test statistics for market timing with applications to emerging markets hedge funds 0 0 0 77 0 1 12 305
Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: L1 and pointwise convergence theory 0 0 0 17 1 1 13 77
Online forecast combinations of distributions: Worst case bounds 0 0 0 18 0 0 15 107
RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA 0 0 0 28 0 0 7 73
Sample covariance shrinkage for high dimensional dependent data 0 0 0 21 0 1 6 81
Strong law of large numbers for pairwise positive quadrant dependent random variables 0 0 0 30 0 0 7 124
THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS 0 2 8 190 6 9 30 463
Weak conditions for shrinking multivariate nonparametric density estimators 0 0 0 3 0 1 6 28
Total Journal Articles 0 2 8 927 12 22 177 3,567

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Statistics updated 2026-09-10