B

Bordignon, Silvano - Caporin, Massimiliano - Lisi, Francesco (2005) Periodic Long Memory GARCH models. [Working Paper] WORKING PAPER SERIES, 19/2005 . , PADOVA (Inedito)

Bordignon, Silvano - Caporin, Massimiliano - Lisi, Francesco (2005) SFIGARCH: a seasonal long memory GARCH model. [Working Paper] WORKING PAPER SERIES, 18/2005 . , PADOVA (Inedito)

C

Caporin, Massimiliano - Lisi, Francesco (2007) Misspecification tests for Periodic Long Memory GARCH models. [Working Paper] WORKING PAPER SERIES, 25/2007 . , PADOVA (Inedito)

L

Lisi, Francesco - Caporin, Massimiliano (2009) On the role of risk in the Morningstar rating for mutual funds. [Working Paper] WORKING PAPER SERIES, 20/2009 . , PADOVA (Inedito)