Silvano Bordignon

List of publications from the DBLP Bibliography Server - FAQ

Ask others: ACM DL/Guide -

2007

2 Silvano Bordignon, Massimiliano Caporin, Francesco Lisi: Generalised long-memory GARCH models for intra-daily volatility. Computational Statistics & Data Analysis 51(12): 5900-5912 (2007)

2006

1 Davide Raggi, Silvano Bordignon: Comparing stochastic volatility models through Monte Carlo simulations. Computational Statistics & Data Analysis 50(7): 1678-1699 (2006)

	2007
2		Silvano Bordignon, Massimiliano Caporin, Francesco Lisi: Generalised long-memory GARCH models for intra-daily volatility. Computational Statistics & Data Analysis 51(12): 5900-5912 (2007)
	2006
1		Davide Raggi, Silvano Bordignon: Comparing stochastic volatility models through Monte Carlo simulations. Computational Statistics & Data Analysis 50(7): 1678-1699 (2006)

Coauthor Index

Last update Sun May 27 04:04:01 2012 CET by the DBLP Team —

Data released under the ODC-BY 1.0 license — See also our legal information page