Publications

Pietro CORETTO Publications


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
Show it in Product Database (IRIS)
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
Show it in Product Database (IRIS)
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
Show it in Product Database (IRIS)
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
Show it in Product Database (IRIS)