Sergio Pastorello

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
Maximization by parts in extremum estimation Econometrics Journal	2022-07-27	Paper
Estimating and testing non-affine option pricing models with a large unbalanced panel of options Econometrics Journal	2022-07-26	Paper
European spreads at the interest rate lower bound Journal of Economic Dynamics and Control	2021-11-16	Paper
Estimation of objective and risk-neutral distributions based on moments of integrated volatility Journal of Econometrics	2016-08-10	Paper
Efficient importance sampling maximum likelihood estimation of stochastic differential equations Computational Statistics and Data Analysis	2014-04-14	Paper
scientific article; zbMATH DE number 1772498 (Why is no real title available?)	2002-07-28	Paper
scientific article; zbMATH DE number 813720 (Why is no real title available?)	1999-11-08	Paper
scientific article; zbMATH DE number 813753 (Why is no real title available?)	1999-11-08	Paper
DIFFUSION COEFFICIENT ESTIMATION AND ASSET PRICING WHEN RISK PREMIA AND SENSITIVITIES ARE TIME VARYING: A COMMENT Mathematical Finance	1999-06-10	Paper

Research outcomes over time

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