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~isPartOf:"Economics letters"
~isPartOf:"Probability and mathematical statistics"
~person:"Calzolari, Giorgio"
~person:"Timmermann, Allan"
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Calzolari, Giorgio
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Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen
- In:
Economics letters
45
(
1994
)
2
,
pp. 169-174
Persistent link: https://www.econbiz.de/10001163976
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2
A generalization of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem
- In:
Economics letters
44
(
1994
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001164053
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3
A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers
Bianchi, Carlo
;
Calzolari, Giorgio
;
Corsi, Paolo
- In:
Economics letters
2
(
1979
)
2
,
pp. 161-164
Persistent link: https://www.econbiz.de/10001915700
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4
Antithetic variates to estimate the simulation bias in non-linear models
Calzolari, Giorgio
- In:
Economics letters
4
(
1979
)
4
,
pp. 323-328
Persistent link: https://www.econbiz.de/10001973716
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