Details about Emanuele Taufer

Access statistics for papers by Emanuele Taufer.

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

Short-id: pta300

Working Papers

2012

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

2009

2. Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models
   DISA Working Papers, Department of Computer and Management Sciences, University of Trento, Italy
   See also Journal Article Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models, Computational Statistics & Data Analysis, Elsevier (2011) View citations (10) (2011)

2008

3. Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes
   DISA Working Papers, Department of Computer and Management Sciences, University of Trento, Italy View citations (7)
4. Modeling stylized features in default rates
   Alea Tech Reports, Department of Computer and Management Sciences, University of Trento, Italy View citations (3)

2007

5. Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution
   Quaderni DISA, Department of Computer and Management Sciences, University of Trento, Italy View citations (2)
   See also Journal Article Simulation of Lvy-driven Ornstein-Uhlenbeck processes with given marginal distribution, Computational Statistics & Data Analysis, Elsevier (2009) View citations (10) (2009)

2003

6. Case di riposo
   Quaderni DISA, Department of Computer and Management Sciences, University of Trento, Italy View citations (5)
7. 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
8. 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
9. Testing Exponentiality by comparing the Empirical
   Quaderni DISA, Department of Computer and Management Sciences, University of Trento, Italy View citations (6)
10. The use of Mean Residual Life in testing departures from Esxponentiality
    Quaderni DISA, Department of Computer and Management Sciences, University of Trento, Italy 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 View citations (10)
   See also Working Paper Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models, DISA Working Papers (2009) (2009)

2009

2. Simulation of Lvy-driven Ornstein-Uhlenbeck processes with given marginal distribution
   Computational Statistics & Data Analysis, 2009, 53, (6), 2427-2437 View citations (10)
   See also Working Paper Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution, Quaderni DISA (2007) View citations (2) (2007)

2001

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