Alessandro Carta

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

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Top 47,189

in Total Papers Downloads

842

CITATIONS

1

Scholarly Papers (2)

1.

A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting

Applied Economics, Forthcoming
Number of pages: 18 Posted: 08 Apr 2008 Last Revised: 23 Dec 2011
Moscow School of Economics, Moscow State University, University of Pavia - Department of Political Economy and Quantitative Methods, University of Pavia - Department of Economics and Management, University of Pavia - Department of Economics and Management and affiliation not provided to SSRN
Downloads 591 (44,130)

Abstract:

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Forecasting, Industrial Production, Copula, VAR models, Vector Auto Regression

2.

Discrete-Time Affine Term Structure Models: An ARCH Formulation

International Journal of Risk Assessment and Management, Forthcoming
Number of pages: 15 Posted: 20 Jan 2010
Mario Maggi, Dean Fantazzini and Alessandro Carta
University of Pavia - Department of Economics and Management, Moscow School of Economics, Moscow State University and affiliation not provided to SSRN
Downloads 251 (120,101)
Citation 2

Abstract:

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Discrete-time Affine Term Structure Models, ARCH, VAR, Maximum Likelihood Estimation, Affine Models, Term Structure Models, Inverse Gaussian