Sergio M. Focardi: search on Z-Library

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101

Financial Econometrics (From Basics to Advanced Modeling Techniques) || ARMA and ARCH Models with Infinite-Variance Innovations

Rachev, Svetlozar T., Mittnik, Stefan, Fabozzi, Frank J., Focardi, Sergio M., Jasˇic´, Teo

Year:

2012

Language:

english

File:

PDF, 545 KB

english, 2012

102

Financial Econometrics (From Basics to Advanced Modeling Techniques) || Heavy-Tailed and Stable Distributions in Financial Econometrics

Rachev, Svetlozar T., Mittnik, Stefan, Fabozzi, Frank J., Focardi, Sergio M., Jasˇic´, Teo

Year:

2012

Language:

english

File:

PDF, 538 KB

english, 2012

103

Financial Econometrics (From Basics to Advanced Modeling Techniques) || Principal Components Analysis and Factor Analysis

Rachev, Svetlozar T., Mittnik, Stefan, Fabozzi, Frank J., Focardi, Sergio M., Jasˇic´, Teo

Year:

2012

Language:

english

File:

PDF, 1.41 MB

english, 2012

104

Financial Modeling of the Equity Market (From CAPM to Cointegration) || Transaction and trading costs

Fabozzi, Frank J., Focardi, Sergio M., Kolm, Petter N.

Year:

2012

Language:

english

File:

PDF, 1.19 MB

english, 2012

105

Robust Portfolio (Optimization and Management) || Advances in the Theory of Portfolio Risk Measures

Fabozzi, Frank J., Kolm, Petter N., Pachamanova, Dessislava A., Focardi, Sergio M.

Year:

2012

Language:

english

File:

PDF, 593 KB

english, 2012

106

Integral Representation for Functionals Defined on SBDpin Dimension Two

Sergio Conti,Matteo Focardi…

Journal:

Archive for Rational Mechanics and Analysis

Year:

2017

Language:

english

File:

PDF, 824 KB

english, 2017

107

Probability and Statistics for Finance (Rachev/Probability) || Graphical Representation of Data

Rachev, Svetlozar T., Höchstötter, Markus, Fabozzi, Frank J., Focardi, Sergio M.

Year:

2010

Language:

english

File:

PDF, 246 KB

english, 2010

108

Normative Reference Values of Right Heart in Competitive Athletes: A Systematic Review and Meta-Analysis

D'Ascenzi, Flavio, Pelliccia, Antonio, Solari, Marco, Piu, Pietro, Loiacono, Ferdinando, Anselmi, Francesca, Caselli, Stefano, Focardi, Marta, Bonifazi, Marco, Mondillo, Sergio

Journal:

Journal of the American Society of Echocardiography

Year:

2017

Language:

english

File:

PDF, 1.30 MB

english, 2017

109

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Appendix E: Model Selection Criterion: AIC and BIC

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 212 KB

english, 2014

110

Financial Modeling of the Equity Market (From CAPM to Cointegration) || Difference Equations

Fabozzi, Frank J., Focardi, Sergio M., Kolm, Petter N.

Year:

2012

Language:

english

File:

PDF, 749 KB

english, 2012

111

Atrial Enlargement in the Athlete's Heart: Assessment of Atrial Function May Help Distinguish Adaptive from Pathologic Remodeling

D'Ascenzi, Flavio, Anselmi, Francesca, Focardi, Marta, Mondillo, Sergio

Journal:

Journal of the American Society of Echocardiography

Year:

2017

Language:

english

File:

PDF, 1.55 MB

english, 2017

112

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Simple Linear Regression

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 307 KB

english, 2014

113

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Quantile Regressions

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 241 KB

english, 2014

114

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Cointegration

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 284 KB

english, 2014

115

Robust Portfolio (Optimization and Management) || Robust Frameworks for Estimation: Shrinkage, Bayesian Approaches, and the Black-Litterman Model

Fabozzi, Frank J., Kolm, Petter N., Pachamanova, Dessislava A., Focardi, Sergio M.

Year:

2012

Language:

english

File:

PDF, 1.97 MB

english, 2012

116

Which special functions of bounded deformation have bounded variation?

Conti, Sergio, Focardi, Matteo, Iurlano, Flaviana

Journal:

Proceedings of the Royal Society of Edinburgh Section A Mathematics

Year:

2018

Language:

english

File:

PDF, 256 KB

english, 2018

117

Financial Econometrics (From Basics to Advanced Modeling Techniques) || Front Matter

Rachev, Svetlozar T., Mittnik, Stefan, Fabozzi, Frank J., Focardi, Sergio M., Jasˇic´, Teo

Year:

2012

Language:

english

File:

PDF, 197 KB

english, 2012

118

Financial Modeling of the Equity Market (From CAPM to Cointegration) || Front Matter

Fabozzi, Frank J., Focardi, Sergio M., Kolm, Petter N.

Year:

2012

Language:

english

File:

PDF, 187 KB

english, 2012

119

Probability and Statistics for Finance (Rachev/Probability) || Discrete Probability Distributions

Rachev, Svetlozar T., Höchstötter, Markus, Fabozzi, Frank J., Focardi, Sergio M.

Year:

2010

Language:

english

File:

PDF, 284 KB

english, 2010

120

Robust Portfolio (Optimization and Management) || Robust Modeling of Uncertain Parameters in Classical Mean-Variance Portfolio Optimization

Fabozzi, Frank J., Kolm, Petter N., Pachamanova, Dessislava A., Focardi, Sergio M.

Year:

2012

Language:

english

File:

PDF, 351 KB

english, 2012

121

Probability and Statistics for Finance (Rachev/Probability) || Copula and Dependence Measures

Rachev, Svetlozar T., Höchstötter, Markus, Fabozzi, Frank J., Focardi, Sergio M.

Year:

2010

Language:

english

File:

PDF, 3.67 MB

english, 2010

122

Probability and Statistics for Finance (Rachev/Probability) || References

Rachev, Svetlozar T., Höchstötter, Markus, Fabozzi, Frank J., Focardi, Sergio M.

Year:

2010

Language:

english

File:

PDF, 113 KB

english, 2010

123

Financial Modeling of the Equity Market (From CAPM to Cointegration) || Estimation of regression models

Fabozzi, Frank J., Focardi, Sergio M., Kolm, Petter N.

Year:

2012

Language:

english

File:

PDF, 758 KB

english, 2012

124

Is economics an empirical science? If not, can it become one?

Focardi, Sergio M.

Journal:

Frontiers in Applied Mathematics and Statistics

Year:

2015

Language:

english

File:

PDF, 501 KB

english, 2015

125

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Model Estimation

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 265 KB

english, 2014

126

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Model Selection

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 192 KB

english, 2014

127

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Robust Regressions

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 256 KB

english, 2014

128

Existence of strong minimizers for the Griffith static fracture model in dimension two

Conti, Sergio, Focardi, Matteo, Iurlano, Flaviana

Journal:

Annales de l'Institut Henri Poincare (C) Non Linear Analysis

Year:

2018

Language:

english

File:

PDF, 976 KB

english, 2018

129

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Index

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 184 KB

english, 2014

130

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Appendix F: Robust Statistics

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 242 KB

english, 2014

131

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Appendix B: Continuous Probability Distributions Commonly Used in Financial Econometrics

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 338 KB

english, 2014

132

How do Conflicting Theories about Financial Markets Coexist?

Phoa, Wesley, Focardi, Sergio, Fabozzi, Frank J.

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 362 KB

english, 2006

133

Financial Modeling of the Equity Market (From CAPM to Cointegration) || Multivariate models

Fabozzi, Frank J., Focardi, Sergio M., Kolm, Petter N.

Year:

2012

Language:

english

File:

PDF, 515 KB

english, 2012

134

Cardiac Magnetic Resonance Normal Reference Values of Biventricular Size and Function in Male Athlete’s Heart

D’Ascenzi, Flavio, Anselmi, Francesca, Piu, Pietro, Fiorentini, Caterina, Carbone, Salvatore Francesco, Volterrani, Luca, Focardi, Marta, Bonifazi, Marco, Mondillo, Sergio

Journal:

Journal of the American College of Cardiology: Cardiovascular Imaging

Year:

2018

Language:

english

File:

PDF, 1.19 MB

english, 2018

135

Robust Portfolio (Optimization and Management) || Index

Fabozzi, Frank J., Kolm, Petter N., Pachamanova, Dessislava A., Focardi, Sergio M.

Year:

2012

File:

PDF, 212 KB

2012

136

The Basics of Financial Econometrics (Tools, Concepts, and Asset Management Applications) || Front Matter

Fabozzi, Frank J., Focardi, Sergio M., Rachev, Svetlozar T., Arshanapalli, Bala G.

Year:

2014

Language:

english

File:

PDF, 86 KB

english, 2014

137

Probability and Statistics for Finance (Rachev/Probability) || Designing and Building a Multivariate Linear Regression Model

Rachev, Svetlozar T., Höchstötter, Markus, Fabozzi, Frank J., Focardi, Sergio M.

Year:

2010

File:

PDF, 186 KB

2010

138

Financial Modeling of the Equity Market (From CAPM to Cointegration) || Feedback and predictors in stock markets

Fabozzi, Frank J., Focardi, Sergio M., Kolm, Petter N.

Year:

2012

Language:

english

File:

PDF, 283 KB

english, 2012

139

Financial Econometrics (From Basics to Advanced Modeling Techniques) || Modeling Univariate Time Series

Rachev, Svetlozar T., Mittnik, Stefan, Fabozzi, Frank J., Focardi, Sergio M., Jasˇic´, Teo

Year:

2012

Language:

english

File:

PDF, 757 KB

english, 2012

140

Regime Switching Analysis of Cryptocurrencies

Figà-Talamanca, Gianna, Focardi, Sergio M., Patacca, Marco

Journal:

SSRN Electronic Journal

Year:

2019

File:

PDF, 436 KB

2019

141

Modeling local trends with regime shifting models with time-varying probabilities

Focardi, Sergio M., Fabozzi, Frank J., Mazza, Davide

Journal:

International Review of Financial Analysis

Year:

2019

Language:

english

File:

PDF, 679 KB

english, 2019

142

Robust Portfolio (Optimization and Management) ||

Fabozzi, Frank J., Kolm, Petter N., Pachamanova, Dessislava A., Focardi, Sergio M.

Year:

2012

Language:

english

File:

PDF, 9.82 MB

english, 2012

143

Approximation of fracture energies with p -growth via piecewise affine finite elements

Conti, Sergio, Focardi, Matteo, Iurlano, Flaviana

Journal:

ESAIM Control Optimisation and Calculus of Variations

Year:

2019

Language:

english

File:

PDF, 496 KB

english, 2019

144

Robust Portfolio (Optimization and Management) || The Practice of Robust Portfolio Management: Recent Trends and New Directions

Fabozzi, Frank J., Kolm, Petter N., Pachamanova, Dessislava A., Focardi, Sergio M.

Year:

2012

Language:

english

File:

PDF, 417 KB

english, 2012

145

Robust Portfolio (Optimization and Management) || Portfolio Selection in Practice

Fabozzi, Frank J., Kolm, Petter N., Pachamanova, Dessislava A., Focardi, Sergio M.

Year:

2012

Language:

english

File:

PDF, 606 KB

english, 2012

146

Probability and Statistics for Finance (Rachev/Probability) || Appendix C: Binomial and Multinomial Coefficients

Rachev, Svetlozar T., Höchstötter, Markus, Fabozzi, Frank J., Focardi, Sergio M.

Year:

2010

Language:

english

File:

PDF, 148 KB

english, 2010

147

Financial Modeling of the Equity Market (From CAPM to Cointegration) || Correlations, Regressions, and Copulas

Fabozzi, Frank J., Focardi, Sergio M., Kolm, Petter N.

Year:

2012

Language:

english

File:

PDF, 202 KB

english, 2012

148

Financial Modeling of the Equity Market (From CAPM to Cointegration) || Forecasting expected return and risk

Fabozzi, Frank J., Focardi, Sergio M., Kolm, Petter N.

Year:

2012

Language:

english

File:

PDF, 844 KB

english, 2012

149

Probability and Statistics for Finance (Rachev/Probability) || Point Estimators

Rachev, Svetlozar T., Höchstötter, Markus, Fabozzi, Frank J., Focardi, Sergio M.

Year:

2010

Language:

english

File:

PDF, 348 KB

english, 2010

150

Financial Modeling of the Equity Market (From CAPM to Cointegration) || Estimation of linear dynamic models

Fabozzi, Frank J., Focardi, Sergio M., Kolm, Petter N.

Year:

2012

Language:

english

File:

PDF, 441 KB

english, 2012

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