CORTESE FEDERICO PASQUALE

Role
Adjunct Lecturer  
Academic disciplines
Probabilità e statistica matematica (MAT/06)
Email
[email protected]

Publications

  • (2024). Statistical Modeling and Temporal Clustering of Multivariate Time-Series with Applications to Financial Data. (Tesi di dottorato, Università degli Studi di Milano-Bicocca, 2024). Detail

  • Cortese, F., Pennoni, F., Bartolucci, F. (2024). Maximum Likelihood Estimation of Multivariate Regime Switching Student-t Copula Models. INTERNATIONAL STATISTICAL REVIEW [10.1111/insr.12562]. Detail

  • Cortese, F., Pennoni, F., Bartolucci, F. (2023). Maximum likelihood estimation of multivariate regime switching Student-t copula models. Intervento presentato a: Statistics@Naples, Università degli Studi di Napoli Federico II. Detail

  • Cortese, F., Kolm, P., Lindstrom, E. (2023). What Drives Cryptocurrency Returns? A Sparse Statistical Jump Model Approach [Working paper] [10.2139/ssrn.4330421]. Detail

  • Cortese, F., Kolm, P., Linstrom, E. (2023). Generalized Information Criteria for Sparse Statistical Jump Models. In Symposium i anvendt statistik - Copenhagen Business School (pp. 68-78). Økonomisk Institut, CBS. Detail

Full list