LISI, FRANCESCO

LISI, FRANCESCO  

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Risultati 1 - 12 di 12 (tempo di esecuzione: 0.026 secondi).
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
Nonlinear models for ground-level ozone forecasting. 2001 Bordignon, SilvanoGaetan, CarloLisi, Francesco - WORKING PAPER SERIES DSS -
SFIGARCH: a seasonal long memory GARCH model. 2005 Bordignon, SilvanoLisi, FrancescoCaporin, Massimiliano - WORKING PAPER SERIES DSS -
Periodic Long Memory GARCH models 2005 Bordignon, SilvanoCaporin, MassimilianoLisi, Francesco - WORKING PAPER SERIES DSS -
Testing asymmetry in financial time series 2005 Lisi, Francesco - WORKING PAPER SERIES DSS -
Looking for skewness in financial time series 2006 Grigoletto, MatteoLisi, Francesco - WORKING PAPER SERIES DSS -
Misspecification tests for Periodic Long Memory GARCH models. 2007 Lisi, FrancescoCaporin, Massimiliano - WORKING PAPER SERIES DSS -
Value-at-Risk prediction by higher moment dynamics. 2007 Grigoletto, MatteoLisi, Francesco - WORKING PAPER SERIES DSS -
Dicing with the market: randomized procedures for evaluation of mutual funds. 2008 Lisi, Francesco - WORKING PAPER SERIES DSS -
On the role of risk in the Morningstar rating for mutual funds. 2009 Caporin, MassimilianoLisi, Francesco - WORKING PAPER SERIES DSS -
On the stability of performance measures over time. 2010 Lisi, FrancescoMenardi, Giovanna - WORKING PAPER SERIES DSS -
The Forecasting Accuracy of Electricity Price Formation Models. 2010 Nan, FanyBordignon, SilvanoLisi, Francesco + - WORKING PAPER SERIES DSS -
Combining day-ahead forecasts for British electricity prices 2011 Bordignon, SilvanoLisi, FrancescoNan, Fany + - WORKING PAPER SERIES DSS -