Publications

Cira PERNA Publications


2012
Contributo in volume (Capitolo o Saggio)
Nonparametric estimation of volatility functions: Some experimental evidences.
In Cira Perna, Marilena Sibillo Mthematical and Statistical Methods for Actuarial Sciences and Finance Pag.229-236 Springer.
ISBN:9788847023413
Giordano, Francesco; LA ROCCA, Michele; Perna, Cira
Codice identificativo SCOPUS: 2-s2.0-84900575635
Show it in Product Database (IRIS)
2012
Contributo in volume (Capitolo o Saggio)
On the estimation in continuous limit of GARCH processes.
In Cira Perna, Marilena Sibillo Mathematical and Statistical Methods for Acturial Sciences and Finance Pag.1-10 Springer.
ISBN:9788847023413
Albano, Giuseppina; Giordano, Francesco; Perna, Cira
Codice identificativo SCOPUS: 2-s2.0-84900610361
Show it in Product Database (IRIS)