Francesco Lisi

According to our database1, Francesco Lisi authored at least 3 papers between 2007 and 2011.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2011
Practical implications of higher moments in risk management.
Statistical Methods and Applications, 2011

2010
Misspecification tests for periodic long memory GARCH models.
Statistical Methods and Applications, 2010

2007
Generalised long-memory GARCH models for intra-daily volatility.
Computational Statistics & Data Analysis, 2007


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