Sfoglia per Autore
Markov switching model for electricity prices: an empirical comparison
2014 Bazzi, Marco; Bordignon, Silvano
The forecasting accuracy of electricity price formation models
2014 Nan, Fany; Bordignon, Silvano; Derek W., Bunn; Lisi, Francesco
Combining day-ahead forecasts for British electricity prices
2013 Bordignon, Silvano; Bunn, D.; Lisi, Francesco; Nan, Fany
Long memory and nonlinearities in realized volatility: A Markov switching approach
2012 Raggi, D.; Bordignon, Silvano
Volatility, Jumps, and Predictability of Returns: A Sequential Analysis
2011 Raggi, D.; Bordignon, Silvano
Combining day-ahead forecasts for British electricity prices
2011 Bordignon, Silvano; Bunn, Derek W.; Lisi, Francesco; Nan, Fany
Bootstrap approaches for estimation and confidence intervals of long memory processes
2010 Bisaglia, Luisa; Bordignon, Silvano; Cecchinato, N.
The Forecasting Accuracy of Electricity Price Formation Models.
2010 Bunn, Derek W.; Nan, Fany; Bordignon, Silvano; Lisi, Francesco
Modelling and forecasting hourly spot electricity prices: some preliminary results.
2010 Bordignon, Silvano; Bisaglia, Luisa; Marzovilli, Marina
Periodic Long-Memory GARCH models
2009 Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco
Editorial: Special Issue on Statistical Inference on Time Series Stochastic and Deterministic Dynamics
2009 Dagum, E. B.; Bordignon, Silvano
Bootstrap approaches for estimation and condence intervals of long memory processes.
2008 Bisaglia, Luisa; Bordignon, Silvano; Cecchinato, Nedda
Generalised long-memory GARCH models for intra-daily volatility
2007 Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco
Volatility, Jumps and Predictability of Returns: a Sequential Analysis.
2007 Bordignon, Silvano; Raggi, Davide
A new bootstrap approach for Gaussian long-memory time series
2006 Bisaglia, Luisa; Bordignon, Silvano; Cecchinato, N.
Comparing stochastic volatility models through Monte Carlo simulations
2006 Raggi, D.; Bordignon, Silvano
A new bootstrap approach for Gaussian long memory time series.
2006 Bordignon, Silvano; Bisaglia, Luisa; Cecchinato, Nedda
A new bootstrap approach to GPH estimator
2006 Bisaglia, Luisa; Bordignon, Silvano; Cecchinato, N.
Estimation of Cpm when Measurement Error is Present
2006 Bordignon, Silvano; Scagliarini, M.
Periodic Long Memory GARCH models
2005 Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco
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