Davide Raggi
From MaRDI portal
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Long memory and nonlinearities in realized volatility: a Markov switching approach Computational Statistics and Data Analysis | 2012-12-30 | Paper |
| Comparing stochastic volatility models through Monte Carlo simulations Computational Statistics and Data Analysis | 2008-12-11 | Paper |
| MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
| Adaptive MCMC methods for inference on affine stochastic volatility models with jumps Econometrics Journal | 2005-11-08 | Paper |
Research outcomes over time
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