Silvano Bordignon

University of Padua - Department of Statistical Sciences

Via Battisti, 241

Padova, 35121

Italy

  • University of Padua - Department of Statistical Sciences

SCHOLARLY PAPERS

2

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240

TOTAL CITATIONS

3

Scholarly Papers (2)

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1.

The Forecasting Accuracy of Electricity Price Formation Models

University of Padua Department of Statistical Sciences Working Paper No. 4
Number of pages: 33 Posted: 14 May 2010
Fany Nan, Fany Nan, Silvano Bordignon, Derek W. Bunn and Francesco Lisi
University of Padua - Department of Statistical SciencesUniversity of Verona - Department of Economics, University of Padua - Department of Statistical Sciences, London Business School and University of Padua - Department of Statistical Sciences
Downloads 147 (404,108)

Abstract:

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Forecasting, Electricity, Prices, ARMAX, Regime-Switching, Time-Varying Parameters, Accuracy

2.

Long Memory and Nonlinearities in Realized Volatility: A Markov Switching Approach

Number of pages: 40 Posted: 24 Sep 2010
Silvano Bordignon and Davide Raggi
University of Padua - Department of Statistical Sciences and University of Bologna - Department of Economics
Downloads 93 (567,103)
Citation 3

Abstract:

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Realized volatility, Switching-regime, Long memory, MCMC, Forecasting