University of St.Gallen
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Patrick Gagliardini

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journal paper
Trojani, F., Gouriéroux, C., & Gagliardini, P. (2005). Migration Correlation: Definition and Consistent Estimation. Journal of Banking and Finance, 29(4), 865-894.
   
Gagliardini, P., Trojani, F., & Urga, G. (2005). Robust GMM Tests for Structural Breaks. Journal of Econometrics, 129(1/2), 139-182.
   
Trojani, F., Barone Adesi, G., Gagliardini, P., & Uboldi, A. (2004). Testing Asset Pricing Models with Coskewness. Journal of Business and Economic Statistics, 22(4), 474-485.
   
Barone Adesi, G., Gagliardini, P., & Trojani, F. (2001). Short-Term Volatility Timing Reduces Downside Risk. International Journal of Finance, 13(2), 1794-1825.
   
working paper
Gagliardini, P., Porchia, P., & Trojani, F. (2003). Model Uncertainty, Bond Pricing, and the nonrobustness of Affine Term Structures,.
   
Trojani, F., Gouriéroux, C., Gagliardini, P., & Renault, E. (2004). Extended Method of Moments with Applications to Derivative Pricing,.
   
Trojani, F., Gouriéroux, C., & Gagliardini, P. (2003). Constrained Nonparametric Dependence with Application to Finance,.
   
Trojani, F., Gouriéroux, C., & Gagliardini, P. (2003). Duration Time Series Models with Proportional Hazard,.
   
Trojani, F., Gouriéroux, C., & Gagliardini, P. (2003). Efficient Nonparametric Estimation of Models with Nonlinear Dependence,.
   
Trojani, F., Gouriéroux, C., & Gagliardini, P. (2003). Spread Term Structure and Default Correlation,.
   
Trojani, F., Gouriéroux, C., & Gagliardini, P. (2003). Stochastic Migration Models with Application to Corporate Risk,.
   
 
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*citation format: APA 5