CORTESE FEDERICO PASQUALE
Pubblicazioni
(2024). Statistical Modeling and Temporal Clustering of Multivariate Time-Series with Applications to Financial Data. (Tesi di dottorato, Università degli Studi di Milano-Bicocca, 2024). Dettaglio
Cortese, F., Pennoni, F., Bartolucci, F. (2024). Maximum Likelihood Estimation of Multivariate Regime Switching Student-t Copula Models. INTERNATIONAL STATISTICAL REVIEW [10.1111/insr.12562]. Dettaglio
Cortese, F., Kolm, P., Lindstrom, E. (2023). What Drives Cryptocurrency Returns? A Sparse Statistical Jump Model Approach [Working paper] [10.2139/ssrn.4330421]. Dettaglio
Cortese, F., Kolm, P., Linstrom, E. (2023). Generalized Information Criteria for Sparse Statistical Jump Models. In Symposium i anvendt statistik - Copenhagen Business School (pp. 68-78). Økonomisk Institut, CBS. Dettaglio
Cortese, F., Kolm, P., Lindström, E. (2023). What drives cryptocurrency returns? A sparse statistical jump model approach. DIGITAL FINANCE [10.1007/s42521-023-00085-x]. Dettaglio