Francesco Lisi

Available identifiers

zbMath Open lisi.francescoMaRDI QIDQ257483

List of research outcomes

Publication	Date of Publication	Type
Predictive dimension: an alternative definition to embedding dimension	2020-07-21	Paper
Misspecification tests for periodic long memory GARCH models	2016-03-17	Paper
Are performance measures equally stable?	2014-11-12	Paper
Practical implications of higher moments in risk management	2012-05-08	Paper
Generalised long-memory GARCH models for intra-daily volatility	2009-06-02	Paper
Periodic Long-Memory GARCH Models	2009-03-17	Paper
Statistical dimension estimation in singular spectrum analysis	2009-02-03	Paper
https://portal.mardi4nfdi.de/entity/Q5448398	2008-03-20	Paper
Testing asymmetry in financial time series	2008-01-31	Paper
Nonlinear models for ground-level ozone forecasting	2005-03-03	Paper
Interval prediction for chaotic time series.	2002-07-28	Paper
Predictive accuracy for chaotic economic models	2000-12-12	Paper
Il mercto interbancario dei depositi: Previsione a breve e gestione della riserva obbligatoria	1999-10-05	Paper
A comparison between neural networks and chaotic models for exchange rate prediction.	1999-04-28	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Francesco Lisi