Pubblicazioni

Tail dependence-based fuzzy clustering of financial time series

2023 - ANNALS OF OPERATIONS RESEARCH
D’Urso, Pierpaolo; De Luca, Giovanni; Vitale, Vincenzina; Zuccolotto, Paola

Calibrating and Simulating Copula Functions in Financial Applications

2021 - FRONTIERS IN APPLIED MATHEMATICS AND STATISTICS
Di Clemente, Annalisa

The ‘wrong skewness’ problem: a re-specification of stochastic frontiers

2017 - JOURNAL OF PRODUCTIVITY ANALYSIS
Bonanno, Graziella; De Giovanni, Domenico; Domma, Filippo

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