Details about Alessandro Parrini

Access statistics for papers by Alessandro Parrini.

Last updated 2021-08-13. Update your information in the RePEc Author Service.

Short-id: ppa787

Working Papers

2021

1. Corporate loans, banks’ internal risk estimates and central bank collateral: evidence from the euro area
   Working Paper Series, European Central Bank View citations (3)

2013

2. Importance Sampling for Portfolio Credit Risk in Factor Copula Models
   MPRA Paper, University Library of Munich, Germany

2012

3. Indirect Estimation of α-Stable Garch Models
   Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz
   See also Journal Article Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood, Computational Statistics & Data Analysis, Elsevier (2014) View citations (9) (2014)
4. Indirect estimation of GARCH models with alpha-stable innovations
   MPRA Paper, University Library of Munich, Germany

2010

5. Modelli a Equazioni Strutturali per la Valutazione dell'Esperienza Universitaria nell'Ateneo Fiorentino
   (Structural Equation Models for the assessment of the University experience at the University of Florence)
   MPRA Paper, University Library of Munich, Germany

2009

6. Algoritmi di flusso massimo al minimo costo
   (Maximum flow - minimum cost algorithms)
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2014

1. Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood
   Computational Statistics & Data Analysis, 2014, 76, (C), 158-171 View citations (9)
   See also Working Paper Indirect Estimation of α-Stable Garch Models, Working Paper Series of the Department of Economics, University of Konstanz (2012) (2012)