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Group by: Creators Name | EPrint type | No Grouping
Jump to: B | C | G | L | M | N
Number of items: 12.

B

Bordignon, Silvano and Bunn, Derek W. and Lisi, Francesco and Nan, Fany (2011) Combining day-ahead forecasts for British electricity prices. [Working Paper] WORKING PAPER SERIES, 1/2011 . , PADOVA

Bordignon, Silvano and Gaetan, Carlo and Lisi, Francesco (2001) Nonlinear models for ground-level ozone forecasting. [Working Paper] WORKING PAPER SERIES, 11/2001 . , PADOVA (Inedito)

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)

G

Grigoletto, Matteo and Lisi, Francesco (2006) Looking for skewness in financial time series. [Working Paper] WORKING PAPER SERIES, 7/2006 . , PADOVA (Inedito)

Grigoletto, Matteo and Lisi, Francesco (2007) Value-at-Risk prediction by higher moment dynamics. [Working Paper] WORKING PAPER SERIES, 11/2007 . , PADOVA (Inedito)

L

Lisi, Francesco (2008) Dicing with the market: randomized procedures for evaluation of mutual funds. [Working Paper] WORKING PAPER SERIES, 9/2008 . , PADOVA (Inedito)

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)

Lisi, Francesco (2005) Testing asymmetry in financial time series. [Working Paper] WORKING PAPER SERIES, 15/2005 . , PADOVA (Inedito)

M

Menardi, Giovanna and Lisi, Francesco (2010) On the stability of performance measures over time. [Working Paper] WORKING PAPER SERIES, 17/2010 . , PADOVA (Inedito)

N

Nan, Fany and Bordignon, Silvano and Bunn, Derek W. and Lisi, Francesco (2010) The Forecasting Accuracy of Electricity Price Formation Models. [Working Paper] WORKING PAPER SERIES, 4/2010 . , PADOVA (Inedito)

This list was generated on Fri Dec 13 04:04:36 2019 CET.