5
H index
2
i10 index
49
Citations
Paolo Foschi : Citation Profile
Alma Mater Studiorum - Università di Bologna | RESEARCH PRODUCTION: 9 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
24 years (2000 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Paolo Foschi. | Is cited by:
| Cites to:
|
Main data
Where Paolo Foschi has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Statistics & Data Analysis | 4 |
| Computational Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 3 |
Recent works citing Paolo Foschi (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | From elephant to goldfish (and back): memory in stochastic Volterra processes. (2023). Pages, Gilles ; Grasselli, Martino ; Callegaro, Giorgia ; Bonesini, Ofelia. In: Papers. RePEc:arx:papers:2306.02708. Full description at Econpapers || Download paper |
| 2024 | On the Guyon-Lekeufack Volatility Model. (2023). Valdevenito, Andr'Es Riveros ; Nutz, Marcel. In: Papers. RePEc:arx:papers:2307.01319. Full description at Econpapers || Download paper |
Works by Paolo Foschi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Black-Scholes formulae for Asian options in local volatility models In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 6 |
| 2002 | Seemingly unrelated regression model with unequal size observations: computational aspects In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
| 2003 | A comparative study of algorithms for solving seemingly unrelated regressions models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 11 |
| 2009 | Calibration of a path-dependent volatility model: Empirical tests In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2010 | 3rd Special issue on matrix computations and statistics In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2003 | Estimating seemingly unrelated regression models with vector autoregressive disturbances In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
| 2024 | Coping with the Inequity and Inefficiency of the H-Index: A Cross-Disciplinary Empirical Analysis In: Publications. [Full Text][Citation analysis] | article | 0 |
| 2003 | Estimation of VAR Models Computational Aspects In: Computational Economics. [Full Text][Citation analysis] | article | 6 |
| 2003 | Estimation of VAR Models: Computational Aspects.(2003) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2006 | Estimating regressions and seemingly unrelated regressions with error component disturbances In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Parametrix approximations for non constant coefficient parabolic PDEs In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Path dependent volatility In: MPRA Paper. [Full Text][Citation analysis] | paper | 12 |
| 2008 | Path dependent volatility.(2008) In: Decisions in Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2000 | NUMERICAL SOLUTION OF SURE MODELS DERIVING FROM VAR(P) PROCESSES In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 0 |
| 2001 | A recursive algorithm for solving SUR models In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
| 2002 | Conjugate Gradient methods for solving sparse Simultaneous Equations Models. In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2006 | Non-constant volatility models a comparison In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2005 | Calibration of the Hobson&Rogers model: empirical tests In: Finance. [Full Text][Citation analysis] | paper | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team