Details about Corrado Corradi
Access statistics for papers by Corrado Corradi.
Last updated 20181211. Update your information in the RePEc Author Service.
Shortid: pco401
Jump to Journal Articles
Working Papers
2010
 Strategic manipulations and collusions in Knaster procedure: a comment
MPRA Paper, University Library of Munich, Germany
2006
 On the efficient application of the repeated Richardson extrapolation technique to option pricing
Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia
Journal Articles
2013
 Pricing equity and debt tranches of collateralized funds of hedge fund obligations: An approach based on stochastic time change and Esschertransformed martingale measure
Quantitative Finance, 2013, 13, (12), 19912010 View citations (2)
2005
 On the computation of upper approximations to ultimate ruin probabilities in case of DFR claimsize distributions
Statistica, 2005, 65, (2), 219225
1999
 A note on direct term structure estimation using monotonic splines
Decisions in Economics and Finance, 1999, 22, (1), 101108 View citations (4)
1998
 A note on interest rate term structure estimation using tension splines
Insurance: Mathematics and Economics, 1998, 22, (2), 139143 View citations (13)
 Erratum to: "A note on interest rate term structure estimation using tension splines" [Insurance: Mathematics and Economics 22 (1998) 139143]
Insurance: Mathematics and Economics, 1998, 23, (2), 179180 View citations (1)
1997
 Monotonicity preserving regression techniques for interest rate term structure estimation: A note
Decisions in Economics and Finance, 1997, 20, (2), 125131
1996
 On the estimation of smooth forward rate curves from a finite number of observations: A comment
Insurance: Mathematics and Economics, 1996, 18, (2), 115117 View citations (3)
1991
 Approximating the solution of an integral equation arising in the theory of risk: A comment
Decisions in Economics and Finance, 1991, 14, (1), 37 View citations (1)
1990
 On Square Root Kalman Filtering: A Comment
Computer Science in Economics & Management, 1990, 3, (3), 26970
1987
 IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT
Journal of Time Series Analysis, 1987, 8, (2), 131133
1984
 A NOTE ON THE COMPUTATION OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES
Journal of Time Series Analysis, 1984, 5, (4), 205212
1979
 A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors
Journal of Econometrics, 1979, 11, (23), 303317
1977
 A Variable Projection Algorithm for Estimating Nonlinear Systems of Equations by Iterated Generalized Least Squares
Empirical Economics, 1977, 2, (2), 10108
 Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces
Journal of Econometrics, 1977, 5, (2), 211219 View citations (4)
1976
 The Estimation of Distributed Lags by Spline Functions
Empirical Economics, 1976, 1, (1), 4151 View citations (2)

The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
