Pietro CORETTO | Publications
Pietro CORETTO Publications
| 2020 | |
| Articolo in rivista | |
| A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models STATISTICAL METHODS & APPLICATIONS. Vol. 29. Pag.483-514 ISSN:1618-2510. | |
| Coretto, Pietro; Giordano, Francesco | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/s10260-019-00487-5 Codice identificativo ISI: WOS:000569097200003 Codice identificativo SCOPUS: 2-s2.0-85072024018 | |
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| 2020 | |
| Articolo in rivista | |
| Discussion (invited) of: Linear mixed effects models for non-Gaussian continuous repeated measurement data; by Ozgur Asar, David Bolin, Peter J. Diggle and Jonas Wallin JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES C, APPLIED STATISTICS. Vol. 69. Pag.1060-1060 ISSN:1467-9876. | |
| Storti, Giuseppe; Coretto, Pietro | |
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| 2020 | |
| Articolo in rivista | |
| Discussion (invited) of: Multiple-systems analysis for the quantification of modern slavery: classical and bayesian approaches; by Bernard W. Silverman JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A, STATISTICS IN SOCIETY. Vol. 183. Pag.725-726 ISSN:1467-985X. | |
| Coretto, Pietro | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1111/rssa.12505 Codice identificativo SCOPUS: 2-s2.0-85085120961 | |
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| 2020 | |
| Articolo in rivista | |
| Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters JOURNAL OF RISK AND FINANCIAL MANAGEMENT. Vol. 13. Pag.1-23 ISSN:1911-8074. | |
| Coretto, Pietro; La Rocca, Michele; Storti, Giuseppe | |
| Digital Object Identifier (DOI): 10.3390/jrfm13040064 Codice identificativo ISI: WOS:000533889000015 Codice identificativo SCOPUS: 2-s2.0-85111168574 | |
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