Item Details

Item Details

Advanced Search

Reference Items

ActiveUsers:397

Hits:9957784

Scroll up

Scroll down

Advanced search

In Basket

Grey Literature

Grey Literature

ID	320156
Call Number	BI/GL/2003/472-475/P3/G00538
Title Proper	Gaussian inference on certain long range dependent volatility models
Language	ENG
Author	Zaffaroni, Paola
Publication	Rome, Bank of Italy, 2003.
Description	Pb+ 28 cm
Series	Temi Di Discussion Series
Price. Qualification	00-00(GIPE Gifft)
Classification Number	BI/GL/2003/472-475

Circulation

Accession#	Call#	Current Location	Status	Policy	Location
G00538	BI/GL/2003/472-475/P3/G00538	Main	On Shelf	General

Analytical Entries

Item Type	Title	Author
Article	Revisiting the implications of heterogeneity in finanacial market participation for the C-CPM	Paiella, Monica
Article	Identifying the soureces of local productivity growth	Cingano, F
Article	Italian overnight market: microstructure effects, the martingale hypothesis and the payment system	Barucci, E