University of St.Gallen
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publications

Patrick Gagliardini

title authors / eds. year type  
 
Short-Term Volatility Timing Reduces Downside Risk G. Barone Adesi,... 2001 journal paper
   
Model Uncertainty, Bond Pricing, and the nonrobustnes... Patrick Gagliard... 2003 working paper
   
Constrained Nonparametric Dependence with Application... Fabio Trojani, C... 2003 working paper
   
Duration Time Series Models with Proportional Hazard, Fabio Trojani, C... 2003 working paper
   
Efficient Nonparametric Estimation of Models with Non... Fabio Trojani, C... 2003 working paper
   
Spread Term Structure and Default Correlation, Fabio Trojani, C... 2003 working paper
   
Stochastic Migration Models with Application to Corpo... Fabio Trojani, C... 2003 working paper
   
Testing Asset Pricing Models with Coskewness Fabio Trojani, G... 2004 journal paper
   
Extended Method of Moments with Applications to Deriv... Fabio Trojani, C... 2004 working paper
   
Migration Correlation: Definition and Consistent Esti... Fabio Trojani, C... 2005 journal paper
   
Robust GMM Tests for Structural Breaks Patrick Gagliard... 2005 journal paper
   
 
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