Francesco Lisi

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
Predictive dimension: an alternative definition to embedding dimension COMPSTAT	2020-07-21	Paper
Misspecification tests for periodic long memory GARCH models Statistical Methods and Applications	2016-03-17	Paper
Are performance measures equally stable? Annals of Finance	2014-11-12	Paper
Practical implications of higher moments in risk management Statistical Methods and Applications	2012-05-08	Paper
Generalised long-memory GARCH models for intra-daily volatility Computational Statistics and Data Analysis	2009-06-02	Paper
Periodic Long-Memory GARCH Models Econometric Reviews	2009-03-17	Paper
Statistical dimension estimation in singular spectrum analysis Journal of the Italian Statistical Society	2009-02-03	Paper
Clustering financial data for mutual fund management	2008-03-20	Paper
Testing asymmetry in financial time series Quantitative Finance	2008-01-31	Paper
Nonlinear models for ground-level ozone forecasting Statistical Methods and Applications	2005-03-03	Paper
Interval prediction for chaotic time series. Metron	2002-07-28	Paper
Predictive accuracy for chaotic economic models Economics Letters	2000-12-12	Paper
Il mercto interbancario dei depositi: Previsione a breve e gestione della riserva obbligatoria Decisions in Economics and Finance	1999-10-05	Paper
A comparison between neural networks and chaotic models for exchange rate prediction. Computational Statistics and Data Analysis	1999-04-28	Paper

Research outcomes over time

This page was built for person: Francesco Lisi