Details about Filippo Spazzini
Access statistics for papers by Filippo Spazzini.
Last updated 2010-10-19. Update your information in the RePEc Author Service.
Short-id: psp60
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Journal Articles
Working Papers
2008
- Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis
MPRA Paper, University Library of Munich, Germany 
See also Journal Article Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis, Computational Statistics & Data Analysis, Elsevier (2010)
View citations (12) (2010)
Journal Articles
2010
- Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis
Computational Statistics & Data Analysis, 2010, 54, (11), 2786-2800
View citations (12)
See also Working Paper Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis, MPRA Paper (2008)
(2008)