Angelo Melino

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Pricing foreign currency options with stochastic volatility2006-03-09Paper
Duration dependence and nonparametric heterogeneity: A Monte Carlo study
Journal of Econometrics
2001-03-11Paper
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
Review of Economic Studies
1996-10-13Paper
Testing for Sample Selection Bias
Review of Economic Studies
1982-01-01Paper
A Note on the Interpretation of Regression Coefficients within a Class of Truncated Distributions
Econometrica
1978-01-01Paper


Research outcomes over time


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