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~person:"D'Amico, Guglielmo"
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D'Amico, Guglielmo
Elliott, Robert J.
47
Casarin, Roberto
42
Billio, Monica
39
Waggoner, Daniel F.
37
Siu, Tak Kuen
33
Stachurski, John
30
Dijk, Herman K. van
28
Guidolin, Massimo
28
Gupta, Rangan
28
Tsionas, Efthymios G.
27
Zha, Tao
27
Bauwens, Luc
25
Lütkepohl, Helmut
25
Piger, Jeremy Max
24
Reffett, Kevin L.
24
Kaufmann, Sylvia
23
Sola, Martin
23
Balbus, Lukasz
22
Kim, Chang-jin
22
Chauvet, Marcelle
21
Chib, Siddhartha
21
Cui, Zhenyu
21
Dufays, Arnaud
21
Kohn, Robert
21
Krolzig, Hans-Martin
21
Rady, Sven
21
Doraszelski, Ulrich
20
Paap, Richard
20
Ravazzolo, Francesco
20
Frühwirth-Schnatter, Sylvia
19
Kamihigashi, Takashi
19
Leiva-Leon, Danilo
19
Dijk, Dick van
18
Farmer, Roger E. A.
18
Lux, Thomas
18
Chiarella, Carl
17
Funke, Michael
17
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17
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1
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ECONIS (ZBW)
18
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1
The dynamic behaviour of non-homogeneous single-unireducible Markov and semi-Markov chains
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Networks, topology and dynamics : theory and …
,
(pp. 195-211)
.
2009
Persistent link: https://www.econbiz.de/10003774325
Saved in:
2
Homogeneous and non-homogeneous semi-Markov backward credit risk migration models
D'Amico, Guglielmo
;
Di Biase, Giuseppe
;
Janssen, Jacques
; …
- In:
Financial hedging
,
(pp. 3-55)
.
2009
Persistent link: https://www.econbiz.de/10008799134
Saved in:
3
A non-homogeneous semi-Markov reward model for the credit spread computation
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 221-238
Persistent link: https://www.econbiz.de/10008992173
Saved in:
4
A system maintenance approach to analyzing the Italian judicial system reform proposal of 2010
D'Amico, Guglielmo
;
Manca, Raimondo
- In:
Socio-economic planning sciences : the international …
46
(
2012
)
3
,
pp. 205-215
Persistent link: https://www.econbiz.de/10009575152
Saved in:
5
Discrete time non-homogeneous semi-markov reliability transition credit risk models and the default distribution functions
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Computational economics
38
(
2011
)
4
,
pp. 465-481
Persistent link: https://www.econbiz.de/10009356876
Saved in:
6
Measuring income inequality : an application of the population dynamic Theil's entropy
D'Amico, Guglielmo
;
Di Biase, Giuseppe
;
Manca, Raimondo
- In:
Accounting & taxation : AT
7
(
2015
)
1
,
pp. 103-114
Persistent link: https://www.econbiz.de/10011289147
Saved in:
7
Income inequality dynamic measurement of Markov models : application to some European countries
D'Amico, Guglielmo
;
Di Biase, Giuseppe
;
Manca, Raimondo
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1598-1602
Persistent link: https://www.econbiz.de/10009667189
Saved in:
8
Downward migration credit risk problem : a non-homogeneous backward semi-Markov reliability approach
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Journal of the Operational Research Society : OR
67
(
2016
)
3
,
pp. 393-401
Persistent link: https://www.econbiz.de/10011489555
Saved in:
9
Homogeneous semi-Markov reliability models for credit risk management
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Decisions in economics and finance : DEF ; a journal of …
28
(
2005
)
2
,
pp. 79-93
Persistent link: https://www.econbiz.de/10003231302
Saved in:
10
Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo
;
Villani, Giovanni
- In:
Annals of finance
17
(
2021
)
3
,
pp. 379-404
Persistent link: https://www.econbiz.de/10012622325
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