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Details about Antonio Cosma

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Workplace:Dipartimento di Scienze Aziendali (Department of Management Sciences), Università degli Studi di Bergamo (University of Bergamo), (more information at EDIRC)

Access statistics for papers by Antonio Cosma.

Last updated 2024-04-04. Update your information in the RePEc Author Service.

Short-id: pco765


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Working Papers

2024

  1. Missing Endogenous Variables in Conditional Moment Restriction Models
    DEM Discussion Paper Series, Department of Economics at the University of Luxembourg Downloads

2017

  1. Inference in Conditional Moment Restriction Models when there is Selection due to Stratification
    DEM Discussion Paper Series, Department of Economics at the University of Luxembourg Downloads
    See also Chapter Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification, Advances in Econometrics, Emerald Group Publishing Limited (2019) Downloads (2019)

2016

  1. Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in Papers, arXiv.org (2016) Downloads

    See also Journal Article Early Exercise Decision in American Options with Dividends, Stochastic Volatility, and Jumps, Journal of Financial and Quantitative Analysis, Cambridge University Press (2020) Downloads View citations (4) (2020)
  2. Valuing American options using fast recursive projections
    Working Papers, University of Geneva, Geneva School of Economics and Management Downloads
    Also in DEM Discussion Paper Series, Department of Economics at the University of Luxembourg (2015) Downloads
    Working Papers, University of Geneva, Geneva School of Economics and Management (2012) Downloads
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2012) Downloads

2014

  1. A non parametric ACD model
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg (2006) Downloads View citations (1)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006) Downloads View citations (1)

2009

  1. The Dark Side of Global Integration: Increasing Tail Dependence
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads View citations (1)
    Also in DEM Discussion Paper Series, Department of Economics at the University of Luxembourg (2008) Downloads View citations (16)

    See also Journal Article The dark side of global integration: Increasing tail dependence, Journal of Banking & Finance, Elsevier (2010) Downloads View citations (127) (2010)

2005

  1. Multiariate Wavelet-based sahpe preserving estimation for dependant observation
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering Downloads View citations (8)

Journal Articles

2020

  1. Early Exercise Decision in American Options with Dividends, Stochastic Volatility, and Jumps
    Journal of Financial and Quantitative Analysis, 2020, 55, (1), 331-356 Downloads View citations (4)
    See also Working Paper Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps, Swiss Finance Institute Research Paper Series (2016) Downloads (2016)

2010

  1. The dark side of global integration: Increasing tail dependence
    Journal of Banking & Finance, 2010, 34, (1), 184-192 Downloads View citations (127)
    See also Working Paper The Dark Side of Global Integration: Increasing Tail Dependence, LSF Research Working Paper Series (2009) Downloads View citations (1) (2009)

Chapters

2019

  1. Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification
    A chapter in The Econometrics of Complex Survey Data, 2019, vol. 39, pp 137-171 Downloads
    See also Working Paper Inference in Conditional Moment Restriction Models when there is Selection due to Stratification, Department of Economics at the University of Luxembourg (2017) Downloads (2017)
 
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