Silvano Bordignon

Publication Activity (10 Years)

Years Active: 2006-2012
Publications (10 Years): 0

Top Topics

Stock Index Futures

Computational Power

Top Venues

Comput. Stat. Data Anal.

Publications

Davide Raggi, Silvano Bordignon
Long memory and nonlinearities in realized volatility: A Markov switching approach. Comput. Stat. Data Anal. 56 (11) (2012)
Silvano Bordignon, Massimiliano Caporin, Francesco Lisi
Generalised long-memory GARCH models for intra-daily volatility. Comput. Stat. Data Anal. 51 (12) (2007)
Silvano Bordignon, Michele Scagliarini
when Measurement Error is Present. Qual. Reliab. Eng. Int. 22 (7) (2006)
Davide Raggi, Silvano Bordignon
Comparing stochastic volatility models through Monte Carlo simulations. Comput. Stat. Data Anal. 50 (7) (2006)