Path dependent volatility

von Foschi, Paolo
Veröffentlicht in Decisions in economics and finance (2008)

Estimating seemingly unrelated regression models with vector autoregressive disturbances

von Foschi, Paolo
Veröffentlicht in Journal of economic dynamics & control (2003)

Numerical and computational strategies for solving seemingly unrelated regression models

von Foschi, Paolo
Veröffentlicht in Computational methods in decision-making, economics and finance (2010)