BORDIGNON, SILVANO
BORDIGNON, SILVANO
Bootstrap approaches for estimation and confidence intervals of long memory processes
2010 Bisaglia, Luisa; Bordignon, Silvano; Cecchinato, N.
Chaotic dynamics in the discharge of a river
1999 Bordignon, Silvano; Lisi, Francesco
Combining day-ahead forecasts for British electricity prices
2013 Bordignon, Silvano; Bunn, D.; Lisi, Francesco; Nan, Fany
Comparing stochastic volatility models through Monte Carlo simulations
2006 Raggi, D.; Bordignon, Silvano
Editorial: Special Issue on Statistical Inference on Time Series Stochastic and Deterministic Dynamics
2009 Dagum, E. B.; Bordignon, Silvano
Estimation of Cpm when Measurement Error is Present
2006 Bordignon, Silvano; Scagliarini, M.
Generalised long-memory GARCH models for intra-daily volatility
2007 Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco
Interval prediction for chaotic time series
2001 Bordignon, Silvano; Lisi, Francesco
k-factors GARMA models for intraday volatility forecasting
2003 Bisaglia, Luisa; Bordignon, Silvano; Lisi, Francesco
Long memory and nonlinearities in realized volatility: A Markov switching approach
2012 Raggi, D.; Bordignon, Silvano
Mean square prediction error for long memory processes
2002 Bisaglia, Luisa; Bordignon, Silvano
Nonlinear analysis and prediction of river flow time series
2000 Bordignon, Silvano; Lisi, Francesco
Nonlinear models for ground-level ozone forecasting
2002 Bordignon, Silvano; Gaetan, C.; Lisi, Francesco
Periodic Long-Memory GARCH models
2009 Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco
Predictive accuracy for chaotic economic models
2001 Bordignon, Silvano; Lisi, Francesco
The forecasting accuracy of electricity price formation models
2014 Nan, Fany; Bordignon, Silvano; Derek W., Bunn; Lisi, Francesco
Volatility, Jumps, and Predictability of Returns: A Sequential Analysis
2011 Raggi, D.; Bordignon, Silvano