Details about Fausto Galli

Access statistics for papers by Fausto Galli.

Last updated 2014-03-10. Update your information in the RePEc Author Service.

Short-id: pga689

Working Papers

2014

1. A non parametric ACD model
   MPRA Paper, University Library of Munich, Germany
   Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006) View citations (1)
2. Stochastic conditonal range, a latent variable model for financial volatility
   MPRA Paper, University Library of Munich, Germany View citations (1)

2013

3. Immigration Restriction and Long-Run Cultural Assimilation: Theory and Quasi-Experimental Evidence
   CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy View citations (5)

2007

4. Efficient importance sampling for ML estimation of SCD models
   Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques View citations (7)
   Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2007) View citations (1)
   See also Journal Article Efficient importance sampling for ML estimation of SCD models, Computational Statistics & Data Analysis, Elsevier (2009) View citations (16) (2009)

2003

5. The moments of Log-ACD models
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (21)

Journal Articles

2009

1. Efficient importance sampling for ML estimation of SCD models
   Computational Statistics & Data Analysis, 2009, 53, (6), 1974-1992 View citations (16)
   See also Working Paper Efficient importance sampling for ML estimation of SCD models, Discussion Papers (ECON - Département des Sciences Economiques) (2007) View citations (7) (2007)