Francesco GIORDANO | Publications

17904Forecasting nonlinear time series with neural network sieve bootstrap

	2007
	Articolo in rivista
	Forecasting nonlinear time series with neural network sieve bootstrap COMPUTATIONAL STATISTICS & DATA ANALYSIS. Vol. 51. Pag.3871-3884 ISSN:0167-9473.
	Giordano, Francesco; LA ROCCA, Michele; Perna, Cira
	Codice identificativo ISI: WOS:000246128500019 Codice identificativo SCOPUS: 2-s2.0-33947654893
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30137Neural Networks in nonparametric derivative estimation

	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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17900Kernel based methods for volatility modelling: the problem of bandwidth selection

	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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17899Local polynomial and neural network estimators for the analysis of financial data

	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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