Davide Raggi

According to our database1, Davide Raggi authored at least 2 papers between 2006 and 2012.

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Bibliography

2012
Long memory and nonlinearities in realized volatility: A Markov switching approach.
Comput. Stat. Data Anal., 2012

2006
Comparing stochastic volatility models through Monte Carlo simulations.
Comput. Stat. Data Anal., 2006


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