Publications

Giuseppe STORTI Publications


2011
Contributo in volume (Capitolo o Saggio)
Classification of Financial Assets on the Basis of their Risk Profile.
In AA.VV. Book of Short Papers, CLADAG 2011 - Meeting of the Classification and Data Analysis Group of the Italian Statistical Society - USB pen Pag.1-4 Pavia University Press.
ISBN:9788896764220
Niglio, Marcella; Storti, Giuseppe; Vitale, Cosimo Damiano
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2011
Contributo in volume (Capitolo o Saggio)
Modelling vast dimensional realized covariance matrices.
In AAVV S.Co.2011 Proceedings, 7th Conference on Statistical Computation and Complex Systems Pag.1-6 Padova CLEUP.
ISBN:9788861297531
Luc, Bauwens; Storti, Giuseppe
Versione online
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2011
Contributo in volume (Capitolo o Saggio)
Group Structured Volatility.
In AAVV NEW PERSPECTIVES IN STATISTICAL MODELING AND DATA ANALYSIS Pag.329-335 Heidelberg Dordrecht London New York Springer.
ISBN:978-3-642-11363-5
ISSN:1431-8814.
Coretto, Pietro; LA ROCCA, Michele; Storti, Giuseppe
Versione online
Digital Object Identifier (DOI): 10.1007/978-3-642-11363-5_37
Codice identificativo ISI: WOS:000395610200037
Codice identificativo SCOPUS: 2-s2.0-84888246552
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2011
Monografia o trattato scientifico
Analisi Statistica dei Mercati Monetari e Finanziari. ESI - Napoli
ISBN:9788849521511
Vitale, Cosimo Damiano; Storti, Giuseppe
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