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stat.AP2016
Jump Diffusion and α-Stable Techniques for the Markov Switching Approach to Financial Time Series
Luca Di Persio, Vukasin Jovic
We perform a detailed comparison between a Markov Switching Jump Diffusion Model and a Markov Switching α-Stable Distribution Model with respect to the analysis of non-stationary d…
stat.AP2015
Autoregressive approaches to import-export time series I: basic techniques
Luca Di Persio
This work is the first part of a project dealing with an in-depth study of effective techniques used in econometrics in order to make accurate forecasts in the concrete framework o…