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Details about Filippo Spazzini

E-mail:filippospazzini@gmail.com

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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Working Papers

2008

  1. Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis, Computational Statistics & Data Analysis, Elsevier (2010) Downloads View citations (12) (2010)

Journal Articles

2010

  1. Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis
    Computational Statistics & Data Analysis, 2010, 54, (11), 2786-2800 Downloads View citations (12)
    See also Working Paper Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis, MPRA Paper (2008) Downloads (2008)
 
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