Articoli pubblicati da:
De Capitani, LucioRisultato della ricerca: (3 titoli )
Improving reproducibility probability estimation and preserving RP-testing |
Statistical methods & applications : Journal of the Italian Statistical Society - 2021
Inference for performance measures for financial assets |
Metron - 2015
Interval estimation for the Sharpe Ratio when returns are not i.i.d. ith special emphasis on the GARCH(1,1) process with symmetric innovations |
Statistical methods & applications : Journal of the Italian Statistical Society - 2012