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Details about Emanuele Taufer

Homepage:http://www.cs.unitn.it/~etaufer/
Workplace:Dipartimento di Informatica e Studi Aziendali (Department of Computer and Management Sciences), Università degli Studi di Trento (University of Trento), (more information at EDIRC)

Access statistics for papers by Emanuele Taufer.

Last updated 2011-10-04. Update your information in the RePEc Author Service.

Short-id: pta300


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Working Papers

2012

  1. Multifractal Scaling for Risky Asset Modelling
    DISA Working Papers, Department of Computer and Management Sciences, University of Trento, Italy Downloads View citations (2)

2009

  1. Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models
    DISA Working Papers, Department of Computer and Management Sciences, University of Trento, Italy Downloads
    See also Journal Article in Computational Statistics & Data Analysis (2011)

2008

  1. Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes
    DISA Working Papers, Department of Computer and Management Sciences, University of Trento, Italy Downloads View citations (9)
  2. Modeling stylized features in default rates
    Alea Tech Reports, Department of Computer and Management Sciences, University of Trento, Italy Downloads View citations (3)

2007

  1. Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution
    Quaderni DISA, Department of Computer and Management Sciences, University of Trento, Italy Downloads View citations (2)
    See also Journal Article in Computational Statistics & Data Analysis (2009)

2003

  1. Case di riposo
    Quaderni DISA, Department of Computer and Management Sciences, University of Trento, Italy Downloads View citations (5)
  2. On the product limit estimator for long range dependent sequences under chi-square subordination
    Quaderni DISA, Department of Computer and Management Sciences, University of Trento, Italy Downloads
  3. On the rate of convergence to the Normal approximation of LSE in multiple regression with long memory random fields
    Quaderni DISA, Department of Computer and Management Sciences, University of Trento, Italy Downloads
  4. Testing Exponentiality by comparing the Empirical
    Quaderni DISA, Department of Computer and Management Sciences, University of Trento, Italy Downloads View citations (4)
  5. The use of Mean Residual Life in testing departures from Esxponentiality
    Quaderni DISA, Department of Computer and Management Sciences, University of Trento, Italy Downloads View citations (1)

Journal Articles

2011

  1. Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models
    Computational Statistics & Data Analysis, 2011, 55, (8), 2525-2539 Downloads View citations (8)
    See also Working Paper (2009)

2009

  1. Simulation of Lvy-driven Ornstein-Uhlenbeck processes with given marginal distribution
    Computational Statistics & Data Analysis, 2009, 53, (6), 2427-2437 Downloads View citations (9)
    See also Working Paper (2007)

2001

  1. Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors
    Metron - International Journal of Statistics, 2001, LIX, (1-2), 54-71 Downloads View citations (2)
 
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