Grassi, Stefano
Grassi, Stefano
UNDERGRADUATE SCHOOL
Mostra
records
Risultati 1 - 3 di 3 (tempo di esecuzione: 0.001 secondi).
Forecasting With the Standardized Self-Perturbed Kalman Filter
2017 Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model
2015 Grassi, Stefano; Santucci de Magistris, Paolo
When long memory meets the Kalman filter: a comparative study
2014 Grassi, Stefano; Santucci de Magistris, Paolo
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Forecasting With the Standardized Self-Perturbed Kalman Filter | 2017 | Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo | |
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model | 2015 | Grassi, Stefano; Santucci de Magistris, Paolo | |
When long memory meets the Kalman filter: a comparative study | 2014 | Grassi, Stefano; Santucci de Magistris, Paolo |