CARDINALI, ALESSANDRO
CARDINALI, ALESSANDRO
Statistica, Informatica, Applicazioni 'G. Parenti' (DiSIA)
A Generalized Moving Average Convergence/Divergence for Testing Semi-strong Market Efficiency
2018 Francesco Bartolucci, Alessandro Cardinali, Fulvia Pennoni
A generalized multiscale analysis of the predictive content of eurodollar implied volatilities
2009 Alessandro Cardinali
A Statistical Multiscale Approach to Image Segmentation and Fusion
2005 Alessandro Cardinali, Guy Nason
An Out-of-sample Comparison of Mean-Variance Portfolios with Orthogonal GARCH Factors
2012 Alessandro Cardinali
Costationarity of locally stationarity time series using Costat
2013 Alessandro Cardinali, Guy Nason
Costationarity of Locally Stationary Time Series, Journal of Time Series Econometrics
2010 Alessandro Cardinali, Guy Nason
Costationary whitenoise processes and local stationarity testing
2023 Alessandro Cardinali
Estimating Volatility from ATM Options with Lognormal Stochastic Variance and Long Memory
2012 Alessandro Cardinali
Local Covariance Estimation using Costationarity
2013 Alessandro Cardinali
Locally stationary wavelet packet processes: basis selection and model fitting
2017 Alessandro Cardinali, Guy Nason
On Empirical Evidence of Long-Memory in Financial Volatility
2019 Alessandro Cardinali, Thomas Moran
Practical powerful wavelet packet tests for second order stationarity
2016 Alessandro Cardinali, Guy Nason
R package costat: Time Series Costationarity Determination (version 2.4.1)
2023 Alessandro Cardinali, Guy Nason
R Package ‘LSWPlib’: Simulation and Spectral Estimation of Locally Stationary Wavelet Packet Processes
2022 Alessandro Cardinali, Guy Nason
Soluble ST2 Is Regulated by p75 Neurotrophin Receptor and Predicts Mortality in Diabetic Patients With Critical Limb Ischemia
2012 A. Caporali, M. Meloni, A. Miller, A. Cardinali, G. Spinetti, A. Nailor, E. Faglia, S. Losa, A. Gotti, O. Fortunato, T. Mitić, K. Vierlinger, M. Hofner, C. Noehammer, P. Madeddu, C. Emanueli
Some new results on long memory in financial volatility modelling
2020 Alessandro Cardinali
The Long-Run Equilibrium of Foreign Exchange Markets after the Subprime Crisis
2019 Alessandro Cardinali, Elisabetta Mensali
The Quantification of Precision in Market Risk Regulation
2019 Alessandro Cardinali, Edward Mellen