Details about Domenico Sartore

Access statistics for papers by Domenico Sartore.

Last updated 2009-08-25. Update your information in the RePEc Author Service.

Short-id: psa367

Working Papers

2008

1. Matrix-State Particle Filter for Wishart Stochastic Volatility Processes
   Working Papers, University of Brescia, Department of Economics

2007

2. Bayesian Inference on Dynamic Models with Latent Factors
   Working Papers, University of Venice "Ca' Foscari", Department of Economics View citations

2006

3. Methodological aspects of time series back-calculation
   Working Papers, University of Venice "Ca' Foscari", Department of Economics

Journal Articles

2002

1. Guest Editorial
   European Journal of Finance, 2002, 8, (4), 346-351
2. US dollar/Euro exchange rate: a monthly econometric model for forecasting
   European Journal of Finance, 2002, 8, (4), 480-501 View citations

2000

3. Combining forecasts: some results on exchange and interest rates
   European Journal of Finance, 2000, 6, (2), 126-145 View citations
4. La Style Analysis nel mercato azionario italiano
   Rivista Italiana degli Economisti, 2000, 3, (2), 387-412

1987

5. Square Root Iterative Filter: Theory and Applications to Econometric Models
   Annales d'Economie et de Statistique, 1987, (6-7), 19 View citations

1986

6. Intermediate targets and instruments of monetary policy
   Journal of Economic Dynamics and Control, 1986, 10, (1-2), 175-184