Access Statistics for Emanuele Taufer

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
Case di riposo 0 0 3 31 0 2 15 274
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 2 161 1 2 7 415
Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes 0 2 2 193 0 3 11 589
Modeling stylized features in default rates 0 0 0 29 0 0 2 106
Multifractal Scaling for Risky Asset Modelling 1 1 1 8 1 1 2 25
On the product limit estimator for long range dependent sequences under chi-square subordination 0 0 0 3 0 0 2 41
On the rate of convergence to the Normal approximation of LSE in multiple regression with long memory random fields 0 0 0 5 0 0 2 41
Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution 0 0 2 173 0 0 6 450
Testing Exponentiality by comparing the Empirical 0 0 1 13 0 0 1 61
The use of Mean Residual Life in testing departures from Esxponentiality 0 0 1 5 0 0 3 51
Total Working Papers 1 3 12 621 2 8 51 2,053


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors 0 0 0 28 0 0 0 111
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 0 30 0 0 3 102
Simulation of Lvy-driven Ornstein-Uhlenbeck processes with given marginal distribution 0 0 0 17 0 1 9 160
Total Journal Articles 0 0 0 75 0 1 12 373


Statistics updated 2021-01-03