Publications

Maria Lucia PARRELLA Publications


2007
Articolo in rivista
Bootstrap inference in local polynomial regression of time series
STATISTICAL METHODS & APPLICATIONS. Vol. 16. Pag.117-139
ISSN:1618-2510.
Parrella, Maria Lucia; Vitale, Cosimo Damiano
Codice identificativo ISI: WOS:000254871800008
Codice identificativo SCOPUS: 2-s2.0-34250355094
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2007
Contributo in volume (Capitolo o Saggio)
Kernel based methods for volatility modelling: the problem of bandwidth selection.
In Rischio e Previsione. Atti della riunione intermedia SIS 2007 Pag.387-398 PADOVA CLEUP.
ISBN:9788861290938
Giordano, Francesco; Parrella, Maria Lucia
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2007
Contributo in volume (Capitolo o Saggio)
Local polynomial and neural network estimators for the analysis of financial data.
In Mantovan P., Pastore A., Tonellato S. Complex Models and Computational Intensive Methods for Estimation and Prediction. Pag.254-259 PADOVA CLEUP.
ISBN:9788861291140
Giordano, Francesco; Parrella, Maria Lucia
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2007
Contributo in volume (Capitolo o Saggio)
Neural Networks in nonparametric derivative estimation.
In PERNA CIRA; SIBILLO MARILENA; EDS. Mathematical and Statistical Methods in Insurance and Finance Pag.121-129
ISBN:9788847007031
Giordano, Francesco; Parrella, Maria Lucia
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