CORTESE, FEDERICO
CORTESE, FEDERICO
Dipartimento di Economia, Management e Metodi Quantitativi
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Risultati 1 - 9 di 9 (tempo di esecuzione: 0.0 secondi).
A comparison between initialization strategies for the infinite hidden Markov model
2026 F. Cortese, L. Rossini
The dance of the markets: unveiling bitcoin’s time-varying financial correlations using a GAS-based approach
2026 B. Algieri, F. Cortese, K. Kpai Lawuobahsumo, A. Leccadito
Spatio-temporal jump model for urban thermal comfort monitoring
2026 F. Cortese, A. Pievatolo
Generalized information criteria for high-dimensional sparse statistical jump models
2026 F. Cortese, P.N. Kolm, E. Lindström
A statistical sparse jump model for automatic identification of dynamical transitions in the co-orbital regime
2025 F. Cortese, S. Di Ruzza, E.M. Alessi
Statistical jump model for mixed-type data with missing data imputation
2025 F. Cortese, A. Pievatolo
Maximum Likelihood Estimation of Multivariate Regime Switching Student-t Copula Models
2024 F. Cortese, F. Pennoni, F. Bartolucci
What drives cryptocurrency returns? A sparse statistical jump model approach
2023 F. Cortese, P.N. Kolm, E. Lindstrom
Tail dependence in financial markets: A dynamic copula approach
2019 F. Cortese