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 5 53 3,290
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 0 2 3 716 0 10 32 1,800
Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias 0 0 0 107 0 1 12 384
Forecasting Distributions with Experts Advice 0 0 0 56 1 5 10 278
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices 0 0 0 159 0 2 17 512
Nearest Neighbor Conditional Estimation for Harris Recurrent Markov Chains 0 0 0 77 1 3 8 196
New Test Statistics for Market Timing with Application to Emerging markets 0 0 0 236 1 2 12 750
Nonparametric Estimation of Multivariate Distributions with Given Marginals 0 0 0 478 1 2 17 1,114
Online Forecast Combination for Dependent Heterogeneous Data 0 0 0 83 0 2 18 232
Sample Covariance Shrinkage for High Dimensional Dependent Data 0 0 0 249 0 4 13 823
Universality of Bayesian Predictions 0 0 0 113 0 2 7 221
Total Working Papers 0 2 3 4,033 5 38 210 10,869

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 4 11 49
Calculating hedge fund risk: the draw down and the maximum draw down 0 0 0 360 0 1 3 1,553
Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines* 0 0 0 61 0 2 11 247
Conditional estimation for dependent functional data 0 0 0 16 0 2 6 53
Consistent estimation of a general nonparametric regression function in time series 0 0 0 39 1 3 17 107
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 0 2 8 78
Molten lava meets market languor 0 0 0 15 0 1 8 113
Nearest neighbor conditional estimation for Harris recurrent Markov chains 0 0 0 6 0 1 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 0 4 12 76
Online forecast combinations of distributions: Worst case bounds 0 0 0 18 0 4 15 107
RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA 0 0 0 28 0 2 7 73
Sample covariance shrinkage for high dimensional dependent data 0 0 0 21 0 2 5 80
Strong law of large numbers for pairwise positive quadrant dependent random variables 0 0 0 30 0 2 7 124
THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS 0 2 6 188 1 9 23 455
Weak conditions for shrinking multivariate nonparametric density estimators 0 0 0 3 0 1 5 27
Total Journal Articles 0 2 6 925 2 41 162 3,547

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Statistics updated 2026-07-10