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Davide Raggi
Publication Activity (10 Years)
Years Active: 2006-2012
Publications (10 Years): 0
Top Topics
Memory Size
Stock Index Futures
Computational Power
Semi Markov
Top Venues
Comput. Stat. Data Anal.
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Publications
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Davide Raggi
,
Silvano Bordignon
Long memory and nonlinearities in realized volatility: A Markov switching approach.
Comput. Stat. Data Anal.
56 (11) (2012)
Davide Raggi
,
Silvano Bordignon
Comparing stochastic volatility models through Monte Carlo simulations.
Comput. Stat. Data Anal.
50 (7) (2006)