Paolo Foschi

Publication Activity (10 Years)

Years Active: 2000-2024
Publications (10 Years): 1

Top Topics

Listed Companies

Cross Disciplinary

Empirical Analysis

Computer Supported Collaborative Learning

Top Venues

Publications

Fabio Zagonari, Paolo Foschi
Coping with the Inequity and Inefficiency of the H-Index: A Cross-Disciplinary Empirical Analysis. Publ. 12 (2) (2024)
Paolo Foschi, Stefano Pagliarani, Andrea Pascucci
Approximations for Asian options in local volatility models. J. Comput. Appl. Math. 237 (1) (2013)
David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis
The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. 56 (11) (2012)
Jesse L. Barlow, Lars Eldén, Paolo Foschi
3rd Special issue on matrix computations and statistics. Comput. Stat. Data Anal. 54 (12) (2010)
Francesco Corielli, Paolo Foschi, Andrea Pascucci
Parametrix Approximation of Diffusion Transition Densities. SIAM J. Financial Math. 1 (1) (2010)
Paolo Foschi, Andrea Pascucci
Calibration of a path-dependent volatility model: Empirical tests. Comput. Stat. Data Anal. 53 (6) (2009)
Marco Di Francesco, Paolo Foschi, Andrea Pascucci
Analysis of an uncertain volatility model. Adv. Decis. Sci. 2006 (2006)
Petko Yanev, Paolo Foschi, Erricos John Kontoghiorghes
Algorithms for Computing the QR Decomposition of a Set of Matrices with Common Columns. Algorithmica 39 (1) (2004)
Paolo Foschi, David A. Belsley, Erricos John Kontoghiorghes
A comparative study of algorithms for solving seemingly unrelated regressions models. Comput. Stat. Data Anal. 44 (1-2) (2003)
Paolo Foschi, Erricos John Kontoghiorghes
Seemingly unrelated regression model with unequal size observations: computational aspects. Comput. Stat. Data Anal. 41 (1) (2002)
Erricos John Kontoghiorghes, Paolo Foschi
Computationally Efficient Methods for Solving SURE Models. NAA (2000)