C. Provasi

发表

Aggregation of Dependent Risks Using the Koehler–Symanowski Copula Function

P. Palmitesta, C. Provasi, 2005 .

Asymptotic and bootstrap inference for the generalized Gini indices

G. Giorgi, P. Palmitesta, C. Provasi, 2006 .

MODELLING MULTIVARIATE VOLATILITY PROCESSES USING TEMPORAL INDEPENDENT COMPONENT ANALYSIS

P. Palmitesta, C. Provasi, 2007 .

GARCH-type Models with Generalized Secant Hyperbolic Innovations

P. Palmitesta, C. Provasi, 2004 .

Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes

C. Provasi, Matteo Grigoletto, 2008 .

Using algebraic software to compute the moments of order statistics

C. Provasi, 1996 .

GSH Dependence Modeling with an Application to Risk Management

P. Palmitesta, C. Provasi, 2012 .

MAXIMUM LIKELIHOOD ESTIMATION OF THE APARCH MODEL WITH SKEW DISTRIBUTIONS FOR THE INNOVATION PROCESS

P. Palmitesta, C. Provasi, 2006 .

Estimating distribution functions in Johnson translation system by the starship procedure with simulated annealing

C. Provasi, P. Palmitesta, 2000 .

Confidence Interval Estimation for Inequality Indices of the Gini Family

C. Spera, P. Palmitesta, C. Provasi, 2000 .

Approximated Distributions of Sampling Inequality Indices

C. Spera, P. Palmitesta, C. Provasi, 1999 .

Risk Measures with Generalized Secant Hyperbolic Dependence

P. Palmitesta, C. Provasi, 2008 .

Simulation and Estimation of the Meixner Distribution

Matteo Grigoletto, Corrado Provasi, C. Provasi, 2008, Commun. Stat. Simul. Comput..

Nonparametric Estimation Methods for Sparse Contingency Tables

Riccardo Borgoni, Corrado Provasi, R. Borgoni, 2001 .