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| 2011 | ||
|---|---|---|
| 3 | Matteo Grigoletto, Francesco Lisi: Practical implications of higher moments in risk management. Statistical Methods and Applications 20(4): 487-506 (2011) | |
| 2010 | ||
| 2 | Massimiliano Caporin, Francesco Lisi: Misspecification tests for periodic long memory GARCH models. Statistical Methods and Applications 19(1): 47-62 (2010) | |
| 2007 | ||
| 1 | Silvano Bordignon, Massimiliano Caporin, Francesco Lisi: Generalised long-memory GARCH models for intra-daily volatility. Computational Statistics & Data Analysis 51(12): 5900-5912 (2007) | |
| 1 | Silvano Bordignon | [1] |
| 2 | Massimiliano Caporin | [1] [2] |
| 3 | Matteo Grigoletto | [3] |
Colors in the list of coauthors
Last update Sun Jun 3 16:06:10 2012 CET by the DBLP Team —
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