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Details about Corrado Corradi

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Workplace:Dipartimento di Matematica per le Scienze Economiche e Sociali "MatemateS" (Department of Mathematics for Economics and Social Sciences), Alma Mater Studiorum - Università di Bologna (University of Bologna), (more information at EDIRC)

Access statistics for papers by Corrado Corradi.

Last updated 2018-12-11. Update your information in the RePEc Author Service.

Short-id: pco401


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Working Papers

2010

  1. Strategic manipulations and collusions in Knaster procedure: a comment
    MPRA Paper, University Library of Munich, Germany Downloads

2006

  1. On the efficient application of the repeated Richardson extrapolation technique to option pricing
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads

Journal Articles

2013

  1. Pricing equity and debt tranches of collateralized funds of hedge fund obligations: An approach based on stochastic time change and Esscher-transformed martingale measure
    Quantitative Finance, 2013, 13, (12), 1991-2010 Downloads View citations (2)

2005

  1. On the computation of upper approximations to ultimate ruin probabilities in case of DFR claimsize distributions
    Statistica, 2005, 65, (2), 219-225

1999

  1. A note on direct term structure estimation using monotonic splines
    Decisions in Economics and Finance, 1999, 22, (1), 101-108 Downloads View citations (4)

1998

  1. A note on interest rate term structure estimation using tension splines
    Insurance: Mathematics and Economics, 1998, 22, (2), 139-143 Downloads View citations (13)
  2. 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 Downloads View citations (1)

1997

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

1996

  1. 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 Downloads View citations (3)

1991

  1. Approximating the solution of an integral equation arising in the theory of risk: A comment
    Decisions in Economics and Finance, 1991, 14, (1), 3-7 Downloads View citations (1)

1990

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

1987

  1. IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT
    Journal of Time Series Analysis, 1987, 8, (2), 131-133 Downloads

1984

  1. A NOTE ON THE COMPUTATION OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES
    Journal of Time Series Analysis, 1984, 5, (4), 205-212 Downloads

1979

  1. 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 Downloads

1977

  1. A Variable Projection Algorithm for Estimating Nonlinear Systems of Equations by Iterated Generalized Least Squares
    Empirical Economics, 1977, 2, (2), 101-08
  2. Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces
    Journal of Econometrics, 1977, 5, (2), 211-219 Downloads View citations (4)

1976

  1. The Estimation of Distributed Lags by Spline Functions
    Empirical Economics, 1976, 1, (1), 41-51 View citations (2)
 
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