Lucio De Capitani

According to our database¹, Lucio De Capitani authored at least 3 papers between 2012 and 2016.

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2016

Reproducibility Probability Estimation and RP-Testing for Some Nonparametric Tests.

[BibT_eX]

[DOI]

Entropy, 2016

2014

Interval Estimation for the Sortino Ratio and the Omega Ratio.

[BibT_eX]

[DOI]

Commun. Stat. Simul. Comput., 2014

2012

Interval estimation for the Sharpe Ratio when returns are not i.i.d. with special emphasis on the GARCH(1, 1) process with symmetric innovations.

[BibT_eX]

[DOI]

Stat. Methods Appl., 2012