Luigi Grossi

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
Robust asset allocation with conditional value at risk using the forward search Applied Stochastic Models in Business and Industry	2024-07-23	Paper
Modeling risk contagion in the Italian zonal electricity market European Journal of Operational Research	2022-02-22	Paper
Robustness for multilevel models with the forward search	2021-03-29	Paper
Robust time series analysis through the forward search Compstat	2020-07-15	Paper
Correcting outliers in GARCH models: a weighted forward approach Statistical Papers	2019-11-21	Paper
Robust estimation of efficient mean-variance frontiers Advances in Data Analysis and Classification. ADAC	2014-04-01	Paper
A note on matroids, codes and information theory	2011-07-27	Paper
Técnicas Numéricas para Simulação da Contração Planar de Fluidos Oldroyd-B TEMA - Tendências em Matemática Aplicada e Computacional	2011-04-04	Paper
A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity Computational Statistics and Data Analysis	2010-03-30	Paper
Testing Gibrat's law in Italian macro-regions: analysis on a panel of mechanical companies Statistical Methods and Applications	2006-06-12	Paper
Analyzing Financial Time Series through Robust Estimators Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
Analysis of economic time series: effects of extremal observations on testing heteroscedastic components Applied Stochastic Models in Business and Industry	2005-05-20	Paper
Firm size distributions and stochastic growth models: a comparison between ICT and Mechanical Italian Companies Statistical Methods and Applications	2005-03-03	Paper
scientific article; zbMATH DE number 1398574 (Why is no real title available?)	2000-09-10	Paper

Research outcomes over time

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