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Details about Domenico Sartore

Homepage:https://www.unive.it/data/persone/5591742
Workplace:Dipartimento di Economia (Department of Economics), Università Ca' Foscari Venezia (University Ca' Foscari Venice), (more information at EDIRC)

Access statistics for papers by Domenico Sartore.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: psa367


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Working Papers

2019

  1. European Social Fund's lifelong learning and regional development: a case study
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads

2018

  1. A scoring rule for factor and autoregressive models under misspecification
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads
    See also Journal Article A Scoring Rule for Factor and Autoregressive Models Under Misspecification, Advances in Decision Sciences, Asia University, Taiwan (2020) Downloads (2020)
  2. Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads
    See also Journal Article Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions, Advances in Decision Sciences, Asia University, Taiwan (2020) Downloads (2020)

2016

  1. Non Central Moments of the Truncated Normal Variable
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (2)
  2. Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads
  3. Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (4)

2014

  1. Fund Ratings: The method reconsidered
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (3)

2013

  1. Bayesian Markov Switching Stochastic Correlation Models
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (1)
  2. Deciphering the Libor and Euribor Spreads during the subprime crisis
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (6)
    See also Journal Article Deciphering the Libor and Euribor Spreads during the subprime crisis, The North American Journal of Economics and Finance, Elsevier (2013) Downloads View citations (6) (2013)

2012

  1. CDS Industrial Sector Indices, credit and liquidity risk
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (1)

2008

  1. Matrix-State Particle Filter for Wishart Stochastic Volatility Processes
    Working Papers, University of Brescia, Department of Economics Downloads View citations (14)
    Also in Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2007) Downloads View citations (4)

2007

  1. Bayesian Inference on Dynamic Models with Latent Factors
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (5)

2006

  1. Methodological aspects of time series back-calculation
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (9)

Journal Articles

2021

  1. NON-CENTRAL MOMENTS OF THE TRUNCATED NORMAL VARIABLE IN FINANCE
    Annals of Financial Economics (AFE), 2021, 16, (04), 1-23 Downloads

2020

  1. A Scoring Rule for Factor and Autoregressive Models Under Misspecification
    Advances in Decision Sciences, 2020, 24, (2), 66-103 Downloads
    See also Working Paper A scoring rule for factor and autoregressive models under misspecification, Working Papers (2018) Downloads (2018)
  2. Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions
    Advances in Decision Sciences, 2020, 24, (3), 142-217 Downloads
    See also Working Paper Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions, Working Papers (2018) Downloads (2018)

2018

  1. A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets
    Journal of Business & Economic Statistics, 2018, 36, (1), 101-114 Downloads View citations (18)

2013

  1. Deciphering the Libor and Euribor Spreads during the subprime crisis
    The North American Journal of Economics and Finance, 2013, 26, (C), 565-585 Downloads View citations (6)
    See also Working Paper Deciphering the Libor and Euribor Spreads during the subprime crisis, Working Papers (2013) Downloads View citations (6) (2013)

2005

  1. Relative benchmark rating and persistence analysis: Evidence from Italian equity funds
    The European Journal of Finance, 2005, 11, (4), 297-308 Downloads View citations (10)

2002

  1. Guest Editorial
    The European Journal of Finance, 2002, 8, (4), 346-351 Downloads View citations (1)
  2. La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati
    Moneta e Credito, 2002, 55, (217), 55-75 Downloads View citations (1)
  3. US dollar/Euro exchange rate: a monthly econometric model for forecasting
    The European Journal of Finance, 2002, 8, (4), 480-501 Downloads View citations (7)

2000

  1. Combining forecasts: some results on exchange and interest rates
    The European Journal of Finance, 2000, 6, (2), 126-145 Downloads View citations (4)
  2. La Style Analysis nel mercato azionario italiano
    Rivista italiana degli economisti, 2000, (3), 387-412 Downloads

1987

  1. Square Root Iterative Filter: Theory and Applications to Econometric Models
    Annals of Economics and Statistics, 1987, (6-7), 435-459 Downloads View citations (4)

1986

  1. Intermediate targets and instruments of monetary policy
    Journal of Economic Dynamics and Control, 1986, 10, (1-2), 175-184 Downloads
 
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