Browsing by Author Sancetta, Alessio
Showing results 1 to 11 of 11
| Preview | Issue Date | Title | Author(s) |
 | 16-Jun-2004 | Bernstein Approximations to the Copula Function and Portfolio Optimization | Sancetta, Alessio; Satchell, Stephen E |
 | 16-Jun-2004 | Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market Losses | Sancetta, Alessio; Satchell, Stephen E |
 | 14-Mar-2006 | Copula Based Monte Carlo Integration in Financial Problems | Sancetta, Alessio |
 | Jul-2004 | Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias | Sancetta, Alessio; Satchell, Stephen E |
 | 14-Mar-2006 | Forecasting Distributions with Experts Advice | Sancetta, Alessio |
 | 14-Mar-2006 | Forecasting Using Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices | Sancetta, Alessio; Nikanrova, Arina |
 | Jul-2007 | Nearest Neighbor Conditional Estimation for Harris Recurrent Markov Chains | Sancetta, Alessio |
 | 16-Jun-2004 | New Test Statistics for Market Timing with Application to Emerging markets | Sancetta, Alessio; Satchell, Stephen E |
 | 16-Jun-2004 | Nonparametric Estimation of Multivariate Distributions with Given Marginals | Sancetta, Alessio |
 | Apr-2007 | Online Forecast Combination for Dependent Heterogeneous Data | Sancetta, Alessio |
 | Nov-2007 | Universality of Bayesian Predictions | Sancetta, Alessio |
Showing results 1 to 11 of 11
