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General equilibrium models of the term structure of interest rates : the N-production processes case
Billio, Monica - 1994
Persistent link: https://www.econbiz.de/10000905943
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Bayesian estimation of switching ARMA models
Billio, Monica; Monfort, Alain; Robert, Christian P. - 1996
Persistent link: https://www.econbiz.de/10000952928
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Dating EU15 monthly business cycle jointly using GDP and IPI
Billio, Monica; Caporin, Massimiliano; Cazzavillan, Guido - In: Journal of business cycle measurement and analysis : a … 3 (2007) 3, pp. 333-366
Persistent link: https://www.econbiz.de/10003741520
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Non-parametric analysis of hedge fund returns : new insights from high frequency data
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - In: The journal of alternative investments 12 (2009/10) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10003881613
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Bayesian inference on dynamic models with latent factors
Billio, Monica; Casarin, Roberto; Sartore, Domenico - In: Growth and cycle in the Euro-zone, (pp. 25-44). 2006
Persistent link: https://www.econbiz.de/10003412060
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Business cycle analysis with multivariate Markov switching models
Anas, Jacques; Billio, Monica; Ferrara, Laurent; Lo … - In: Growth and cycle in the Euro-zone, (pp. 249-260). 2006
Persistent link: https://www.econbiz.de/10003412214
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A turning-point chronology for the Eurozone
Anas, Jacques; Billio, Monica; Ferrara, Laurent; Lo … - In: Growth and cycle in the Euro-zone, (pp. 261-274). 2006
Persistent link: https://www.econbiz.de/10003412217
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Stochastic optimisation for allocation problem with shortfall risk constraints
Billio, Monica (contributor); Casarin, Roberto (contributor) - 2005
Persistent link: https://www.econbiz.de/10003376740
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Flexible dynamic consitional correlation multivariate GARCH models for asset allocation
Billio, Monica (contributor); Gobbo, Michele (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003376752
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Dynamic risk exposure in hedge funds
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2007
Persistent link: https://www.econbiz.de/10003912061