Luigi Grossi

Available identifiers

Publication	Date of Publication	Type
Robust asset allocation with conditional value at risk using the forward search	2024-07-23	Paper
Modeling risk contagion in the Italian zonal electricity market	2022-02-22	Paper
Robustness for multilevel models with the forward search	2021-03-29	Paper
Robust time series analysis through the forward search	2020-07-15	Paper
Correcting outliers in GARCH models: a weighted forward approach	2019-11-21	Paper
Robust estimation of efficient mean-variance frontiers	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	2011-04-04	Paper
A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity	2010-03-30	Paper
Testing Gibrat's law in Italian macro-regions: analysis on a panel of mechanical companies	2006-06-12	Paper
Analyzing Financial Time Series through Robust Estimators	2006-01-27	Paper
Analysis of economic time series: effects of extremal observations on testing heteroscedastic components	2005-05-20	Paper
Firm size distributions and stochastic growth models: a comparison between ICT and Mechanical Italian Companies	2005-03-03	Paper
https://portal.mardi4nfdi.de/entity/Q4937406	2000-09-10	Paper

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