LISI, FRANCESCO
LISI, FRANCESCO
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Risultati 1 - 12 di 12 (tempo di esecuzione: 0.024 secondi).
Combining day-ahead forecasts for British electricity prices
2011 Bordignon, Silvano; Bunn, Derek W.; Lisi, Francesco; Nan, Fany
Dicing with the market: randomized procedures for evaluation of mutual funds.
2008 Lisi, Francesco
Looking for skewness in financial time series
2006 Grigoletto, Matteo; Lisi, Francesco
Misspecification tests for Periodic Long Memory GARCH models.
2007 Lisi, Francesco; Caporin, Massimiliano
Nonlinear models for ground-level ozone forecasting.
2001 Bordignon, Silvano; Gaetan, Carlo; Lisi, Francesco
On the role of risk in the Morningstar rating for mutual funds.
2009 Caporin, Massimiliano; Lisi, Francesco
On the stability of performance measures over time.
2010 Lisi, Francesco; Menardi, Giovanna
Periodic Long Memory GARCH models
2005 Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco
SFIGARCH: a seasonal long memory GARCH model.
2005 Bordignon, Silvano; Lisi, Francesco; Caporin, Massimiliano
Testing asymmetry in financial time series
2005 Lisi, Francesco
The Forecasting Accuracy of Electricity Price Formation Models.
2010 Bunn, Derek W.; Nan, Fany; Bordignon, Silvano; Lisi, Francesco
Value-at-Risk prediction by higher moment dynamics.
2007 Grigoletto, Matteo; Lisi, Francesco