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Tortora, Andrea Donato's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
208 |
Total
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1.
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Guidolin, Massimo Bocconi University - Department of Finance Ravazzolo, Francesco Norges Bank Tortora, Andrea Donato Bocconi University
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116
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Bayesian Estimation, Latent Jumps, Stochastic Volatility, Linear Factor Models
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Guidolin, Massimo Bocconi University - Department of Finance Ravazzolo, Francesco Norges Bank Tortora, Andrea Donato Bocconi University
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61
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Bayesian estimation, Latent jumps, Stochastic volatility, Linear factor models
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3.
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Ravazzolo, Francesco Norges Bank Guidolin, Massimo Bocconi University - Department of Finance Tortora, Andrea Donato Bocconi University
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31
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REIT returns, Bayesian estimation, Structural instability, Stochastic volatility, Linear factor models
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Records 1 -
3
of 3 matches
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