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Monica Billio
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- affiliation: Ca' Foscari Università Venezia
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2020 – today
- 2024
- [j13]Monica Billio, Bertrand Maillet
, Loriana Pelizzon:
Correction to: A meta-measure of performance related to both investors and investments characteristics. Ann. Oper. Res. 332(1): 1271 (2024) - 2022
- [j12]Monica Billio, Bertrand Maillet
, Loriana Pelizzon:
A meta-measure of performance related to both investors and investments characteristics. Ann. Oper. Res. 313(2): 1405-1447 (2022) - [j11]Monica Billio
, Lorenzo Frattarolo, Dominique Guégan:
High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization. Symmetry 14(1): 97 (2022) - 2021
- [j10]Monica Billio, Roberto Casarin
, Michele Costola, Matteo Iacopini
:
A Matrix-Variate t Model for Networks. Frontiers Artif. Intell. 4: 674166 (2021)
2010 – 2019
- 2016
- [j9]Monica Billio
, Roberto Casarin
, Anthony Osuntuyi:
Efficient Gibbs sampling for Markov switching GARCH models. Comput. Stat. Data Anal. 100: 37-57 (2016) - [p1]Monica Billio
, Maddalena Cavicchioli:
Validating Markov Switching VAR Through Spectral Representations. Causal Inference in Econometrics 2016: 3-15 - 2014
- [j8]Erricos John Kontoghiorghes
, Herman K. van Dijk
, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran
, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola
, Monica Billio
, Cathy W. S. Chen
, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq
, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon
, Stefan Mittnik, Yasuhiro Omori
, D. S. G. Pollock, Tommaso Proietti
, Jeroen V. K. Rombouts, Olivier Scaillet
, Willi Semmler, Mike K. P. So
, Mark F. J. Steel, Robert Taylor
, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu:
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. Comput. Stat. Data Anal. 76: 1-3 (2014) - [j7]Peter Martey Addo
, Monica Billio
, Dominique Guégan:
The univariate MT-STAR model and a new linearity and unit root test procedure. Comput. Stat. Data Anal. 76: 4-19 (2014) - 2012
- [j6]David A. Belsley, Erricos John Kontoghiorghes
, Herman K. van Dijk
, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio
, Christophe Croux
, Cathy W. S. Chen
, Russell Davidson, Pierre Duchesne, Paolo Foschi
, Christian Francq
, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella
, D. S. G. Pollock, Esther Ruiz
, Richard Paap, Tommaso Proietti
, Peter Winker
, Philip L. H. Yu, Jean-Michel Zakoian
, Achim Zeileis
:
The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. 56(11): 2991-2992 (2012) - [j5]Monica Billio
, Mila Getmansky, Loriana Pelizzon:
Dynamic risk exposures in hedge funds. Comput. Stat. Data Anal. 56(11): 3517-3532 (2012) - 2011
- [j4]Monica Billio
, Ludovic Calès
, Dominique Guégan:
Portfolio symmetry and momentum. Eur. J. Oper. Res. 214(3): 759-767 (2011) - 2010
- [j3]Monica Billio
, Massimiliano Caporin
:
Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. Comput. Stat. Data Anal. 54(11): 2443-2458 (2010)
2000 – 2009
- 2009
- [j2]Monica Billio
, Massimiliano Caporin
:
A generalized Dynamic Conditional Correlation model for portfolio risk evaluation. Math. Comput. Simul. 79(8): 2566-2578 (2009) - 2005
- [j1]Monica Billio
, Massimiliano Caporin
:
Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis. Stat. Methods Appl. 14(2): 145-161 (2005)
Coauthor Index
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last updated on 2024-04-24 23:21 CEST by the dblp team
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