General equilibrium models of the term structure of interest rates : the N-production processes case

von Billio, Monica
Veröffentlicht 1994

Value-at-Risk: a multivariate switching regime approach

von Billio, Monica
Veröffentlicht in Journal of empirical finance (2000)

Business cycle and Markov switching models with distributed lags : a comparison between US and euro area

von Billio, Monica
Veröffentlicht in Rivista italiana degli economisti (2014)

Contagion and interdependence in stock markets : Have they been misdiagnosed?

von Billio, Monica
Veröffentlicht in Journal of economics & business (2003)

Volatility and shocks spillover before and after EMU in European stock markets

von Billio, Monica
Veröffentlicht in Journal of multinational financial management (2003)

Kernel-based indirect inference

von Billio, Monica
Veröffentlicht in Journal of financial econometrics (2003)

Functional indirect inference

von Billio, Monica
Veröffentlicht 1999

Pricing options with switching volatility

von Billio, Monica
Veröffentlicht 1997

Markov Switching GARCH models : filtering, approximations and duality

von Billio, Monica
Veröffentlicht in MAF (7. : 2016 : Paris) Mathematical and statistical methods for actuarial sciences and finance (2017)

Pricing options with switching volatility

von Billio, Monica
Veröffentlicht in Geld, Finanzwirtschaft, Banken und Versicherungen (1997)

Identifying business cycle turning points with sequential Monte Carlo methods : an online and real-time application to the euro area

von Billio, Monica
Veröffentlicht in Journal of forecasting (2010)

Switching state space models : likelihood function, filtering and smoothing

von Billio, Monica
Veröffentlicht 1995

Dating EU15 monthly business cycle jointly using GDP and IPI

von Billio, Monica
Veröffentlicht 2008

Financial crises and evaporating diversification benefits of hedge funds

von Billio, Monica
Veröffentlicht in Hedge funds (2017)

A meta-measure of performance related to both investors and investments characteristics

von Billio, Monica
Veröffentlicht in Risk management decisions and value under uncertainty (2022)

Dating EU15 monthly business cycle jointly using GDP and IPI

von Billio, Monica
Veröffentlicht in Journal of business cycle measurement and analysis (2007)

Calculating VaR for hedge funds

von Billio, Monica
Veröffentlicht in The VaR implementation handbook (2009)

Bayesian inference on dynamic models with latent factors

von Billio, Monica
Veröffentlicht in Colloquium on Modern Tools for Business Cycle Analysis (4 : 2003 : Luxembourg) Growth and cycle in the Euro-zone (2007)

Sustainable and climate finance : an integrative framework from corporates to markets and society

von Billio, Monica
Veröffentlicht in Review of corporate finance (2024)

Special issue on sustainable and climate finance

Veröffentlicht 2024