Number of items: 4.
B
Bordignon, Silvano and Caporin, Massimiliano and Lisi, Francesco (2005) Periodic Long Memory GARCH models. [Working Paper] WORKING PAPER SERIES, 19/2005 . , PADOVA (Inedito)
Bordignon, Silvano and Caporin, Massimiliano and Lisi, Francesco (2005) SFIGARCH: a seasonal long memory GARCH model. [Working Paper] WORKING PAPER SERIES, 18/2005 . , PADOVA (Inedito)
C
Caporin, Massimiliano and Lisi, Francesco (2007) Misspecification tests for Periodic Long Memory GARCH models. [Working Paper] WORKING PAPER SERIES, 25/2007 . , PADOVA (Inedito)
L
Lisi, Francesco and Caporin, Massimiliano (2009) On the role of risk in the Morningstar rating for mutual funds. [Working Paper] WORKING PAPER SERIES, 20/2009 . , PADOVA (Inedito)
This list was generated on Sun Dec 15 09:45:00 2019 CET.