Bootstrap prediction regions for multivariate autoregressive processes. - Matteo Grigoletto (Stat. Methods Appl., 2005)

Simulation and Estimation of the Meixner Distribution. - Matteo Grigoletto; Corrado Provasi (Commun. Stat. Simul. Comput., 2009)

Practical implications of higher moments in risk management. - Matteo Grigoletto; Francesco Lisi (Stat. Methods Appl., 2011)