Ilia Negri

Universita di Bergamo

Via Salvecchio, 19

Bergamo, 24129

Italy

SCHOLARLY PAPERS

3

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140

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Backtesting VaR and Expectiles with Realized Scores

Number of pages: 24 Posted: 05 Aug 2017
Fabio Bellini, Ilia Negri and Mariya Pyatkova
University of Milano Bicocca - Dipartimento di Statistica e Metodi Quantitativi, Universita di Bergamo and Università degli Studi di Milano-Bicocca - Dipartimento di Statistica e Metodi Quantitativi
Downloads 103 (281,177)
Citation 2

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Backtesting, Forecasting, Value at risk, Expectiles

2.

Estimating Unobservable Signal by Markovian Noise Induction. When Noise Helps in Statistics!

Statistical Methods and Applications, Vol. 59, 2003
Number of pages: 15 Posted: 10 Dec 2004
Stefano Maria Iacus and Ilia Negri
University of Milan - Department of Economics, Business and Statistics and Universita di Bergamo
Downloads 35 (479,921)
Citation 1

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Stochastic resonance, Mixing processes, Signal estimation, Threshold observations

3.

Review on Goodness of Fit Tests for Ergodic Diffusion Processes by Different Sampling Schemes

Economic Notes, Vol. 39, Issue 1-2, pp. 91-106, February / July 2010
Number of pages: 16 Posted: 01 Nov 2010
Ilia Negri and Yoichi Nishiyama
Universita di Bergamo and The Institute of Statistical Mathematics
Downloads 2 (689,476)
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