Details about Corrado Corradi

Access statistics for papers by Corrado Corradi.

Last updated 2009-05-11. Update your information in the RePEc Author Service.

Short-id: pco401

Working Papers

2006

1. On the efficient application of the repeated Richardson extrapolation technique to option pricing
   Working Papers, Department of Applied Mathematics, University of Venice

Journal Articles

1999

1. A note on direct term structure estimation using monotonic splines
   Decisions in Economics and Finance, 1999, 22, (1), 101-108

1998

2. A note on interest rate term structure estimation using tension splines
   Insurance: Mathematics and Economics, 1998, 22, (2), 139-143 View citations
3. Erratum to: "A note on interest rate term structure estimation using tension splines" [Insurance: Mathematics and Economics 22 (1998) 139-143]
   Insurance: Mathematics and Economics, 1998, 23, (2), 179-180

1997

4. Monotonicity preserving regression techniques for interest rate term structure estimation: A note
   Decisions in Economics and Finance, 1997, 20, (2), 125-131

1996

5. On the estimation of smooth forward rate curves from a finite number of observations: A comment
   Insurance: Mathematics and Economics, 1996, 18, (2), 115-117

1990

6. On Square Root Kalman Filtering: A Comment
   Computer Science in Economics & Management, 1990, 3, (3), 269-70

1979

7. A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors
   Journal of Econometrics, 1979, 11, (2-3), 303-317

1977

8. A Variable Projection Algorithm for Estimating Nonlinear Systems of Equations by Iterated Generalized Least Squares
   Empirical Economics, 1977, 2, (2), 101-08
9. Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces
   Journal of Econometrics, 1977, 5, (2), 211-219

1976

10. The Estimation of Distributed Lags by Spline Functions
    Empirical Economics, 1976, 1, (1), 41-51