CORTESE, FEDERICO
CORTESE, FEDERICO
Dipartimento di Economia, Management e Metodi Quantitativi
Mostra
records
Risultati 1 - 7 di 7 (tempo di esecuzione: 0.0 secondi).
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
Statistical jump model for mixed-type data with missing data imputation
2025 F. Cortese, A. Pievatolo
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
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
| Titolo | Data di pubblicazione | Autori | Tipo | File | Abstract |
|---|---|---|---|---|---|
| Spatio-temporal jump model for urban thermal comfort monitoring | 2026 | Cortese, Federico + | Article (author) | - | |
| Generalized information criteria for high-dimensional sparse statistical jump models | 2026 | Federico Cortese + | Article (author) | - | |
| Statistical jump model for mixed-type data with missing data imputation | 2025 | Cortese F. + | Article (author) | - | |
| A statistical sparse jump model for automatic identification of dynamical transitions in the co-orbital regime | 2025 | F. Cortese + | Article (author) | - | |
| Maximum Likelihood Estimation of Multivariate Regime Switching Student-t Copula Models | 2024 | CORTESE FEDERICO + | Article (author) | - | |
| What drives cryptocurrency returns? A sparse statistical jump model approach | 2023 | Cortese Federico + | Article (author) | - | |
| Tail dependence in financial markets: A dynamic copula approach | 2019 | Cortese F. | Article (author) | - |