MOSCONI, ROCCO ROBERTO
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Risultati 1 - 11 di 11 (tempo di esecuzione: 0.021 secondi).
Assessing GARCH Model's Predictive Ability from Traders' Point of View
2007-01-01 Mosconi, ROCCO ROBERTO
Bivariate Generalizations of the ACD Models
2005-01-01 Mosconi, ROCCO ROBERTO; F., Olivetti
Identification of Cointegrating Relations in I(2) Vector Autoregressive Models
2011-01-01 Mosconi, ROCCO ROBERTO; P., Paruolo
Identification of Cointegrating Relations in I(2) Vector AutoRegressive Models
2013-01-01 Mosconi, ROCCO ROBERTO; P., Paruolo
Inizialization of Maximum Likelihood algorithms for cointegrated I(1) and I(2) VAR models
2014-01-01 Mosconi, ROCCO ROBERTO; P., Paruolo
Optimal control in cointegrated linear systems
2004-01-01 Mosconi, ROCCO ROBERTO
Optimal Control in Cointegrated Linear Systems
2005-01-01 Monti, F. V.; Mosconi, ROCCO ROBERTO
Preliminary evidence based on ultra high frequency data on the relationship among stock prices, traded quantities and order book quotes in the Italian stock market
2006-01-01 Mosconi, ROCCO ROBERTO
The Impact of Supply and Demand Imbalance on Stock Prices: an Analysis Based on Fractional Cointegration Using Borsa Italiana ultra High Frequency Data
2011-01-01 F., Carlini; M., Manzoni; Mosconi, ROCCO ROBERTO
The Relationship among Price and Volume in Stock Markets
2009-01-01 Mosconi, ROCCO ROBERTO
Unbiased estimation of the out-of-sample mean-variance frontier
2008-01-01 M., Massarani; Mosconi, ROCCO ROBERTO