Silvano Bordignon

According to our database, Silvano Bordignon authored at least 4 papers between 2006 and 2012.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2012

Long memory and nonlinearities in realized volatility: A Markov switching approach.

Davide Raggi, Silvano Bordignon

Comput. Stat. Data Anal., 2012

2007

Generalised long-memory GARCH models for intra-daily volatility.

Silvano Bordignon, Massimiliano Caporin, Francesco Lisi

Comput. Stat. Data Anal., 2007

2006

Estimation of <i>C</i>_p<i>m</i> when Measurement Error is Present.

Silvano Bordignon, Michele Scagliarini

Qual. Reliab. Eng. Int., 2006

Comparing stochastic volatility models through Monte Carlo simulations.

Davide Raggi, Silvano Bordignon

Comput. Stat. Data Anal., 2006