Sfoglia per Autore
Combining day-ahead forecasts for British electricity prices
2013 Bordignon, Silvano; Bunn, D.; Lisi, Francesco; Nan, Fany
Are performance measures equally stable?
2012 Menardi, Giovanna; Lisi, Francesco
On the role of risk in the Morningstar rating for mutual funds
2012 Lisi, Francesco; Caporin, Massimiliano
On the stability of performance measures over time: an empirical study
2012 Menardi, Giovanna; Lisi, Francesco
Comparing and Selecting Performance Measures Using Rank Correlations
2011 Caporin, Massimiliano; Lisi, Francesco
Practical implications of higher moments in risk management
2011 Grigoletto, Matteo; Lisi, Francesco
Dicing with the market: randomized procedures for mutual funds evaluation
2011 Lisi, Francesco
Misspecification tests for periodic long memory GARCH models
2010 Caporin, Massimiliano; Lisi, Francesco
Il peso del rischio nel rating di Morningstar per i fondi comuni
2010 Lisi, Francesco
Clustering mutual funds by return and risk levels
2009 Lisi, Francesco; Otranto, E.
Periodic Long-Memory GARCH models
2009 Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco
Looking for skewness in financial time series
2009 Grigoletto, Matteo; Lisi, Francesco
Clustering financial data for mutual fund management
2007 Corazza, M; Lisi, Francesco
Generalised long-memory GARCH models for intra-daily volatility
2007 Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco
Testing asymmetry in financial time series
2007 Lisi, Francesco
Value-at-Risk prediction by higher moment dynamics
2007 Grigoletto, Matteo; Lisi, Francesco
Misspecification tests for Periodic Long Memory GARCH models
2006 Caporin, Massimiliano; Lisi, Francesco
Looking for skewness in financial time series.
2006 Grigoletto, Matteo; Lisi, Francesco
Serie storiche economiche. Analisi statistiche e applicazioni
2005 DI FONZO, Tommaso; Lisi, Francesco
SFIGARCH: a seasonal long memory GARCH model
2005 Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco
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