CENTANNI, Silvia
CENTANNI, Silvia
DIPARTIMENTO DI SCIENZE ECONOMICHE
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Risultati 1 - 3 di 3 (tempo di esecuzione: 0.004 secondi).
Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data
2007-01-01 Centanni, Silvia; Minozzo, Marco
Likelihood inference for marked DSPPs with intensity driven by latent MPPs
2013-01-01 Centanni, Silvia; Minozzo, Marco
Modeling ultra-high-frequency data: the S&P 500 index future
2008-01-01 Minozzo, Marco; Centanni, Silvia
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data | 1-gen-2007 | Centanni, Silvia; Minozzo, Marco | |
Likelihood inference for marked DSPPs with intensity driven by latent MPPs | 1-gen-2013 | Centanni, Silvia; Minozzo, Marco | |
Modeling ultra-high-frequency data: the S&P 500 index future | 1-gen-2008 | Minozzo, Marco; Centanni, Silvia |