Information about:
Francesco Lisi

Other registered authors

Email:
Homepage: http://homes.stat.unipd.it/lisif/
Postal Address: Department of Statistical Sciences Via C. Battisti, 241 35122 Padova - Italy
Phone:

Affiliation

• Università degli studi di Padova, Dipartimento di Scienze Statistiche (University of Padova, Department of Statistical Sciences)

  Homepage: http://www.stat.unipd.it
  Location: Padova, Italy
  

Working papers

1. Massimiliano Caporin & Francesco Lisi, 2009. "Comparing and selecting performance measures for ranking assets," "Marco Fanno" Working Papers 0099, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]

2. F. Lisi & Edoardo Otranto, 2008. "Clustering Mutual Funds by Return and Risk Levels," Working Paper CRENoS 200813, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]

3. Dominique Guegan ; F, Lisi, . "Predictive Dimension : An Alternative Definition of the Embedding Dimension," Working Papers 97-49, Centre de Recherche en Economie et Statistique. [Downloadable!]

4. F, Lisi, . "One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction," Working Papers 97-02, Centre de Recherche en Economie et Statistique. [Downloadable!]

1. Matteo Grigoletto & Francesco Lisi, 2009. "Looking for skewness in financial time series," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 310-323, 07. [Downloadable!] (restricted)

2. Silvano Bordignon & Massimiliano Caporin & Francesco Lisi, 2009. "Periodic Long-Memory GARCH Models," Econometric Reviews, Taylor and Francis Journals, vol. 28(1-3), pages 60-82. [Downloadable!] (restricted)

3. Bordignon, Silvano & Caporin, Massimiliano & Lisi, Francesco, 2007. "Generalised long-memory GARCH models for intra-daily volatility," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5900-5912, August. [Downloadable!] (restricted)

4. Francesco Lisi, 2007. "Testing asymmetry in financial time series," Quantitative Finance, Taylor and Francis Journals, vol. 7(6), pages 687-696. [Downloadable!] (restricted)

5. Luisa Bisaglia & Silvano Bordignon & Francesco Lisi, 2003. "k -Factor GARMA models for intraday volatility forecasting," Applied Economics Letters, Taylor and Francis Journals, vol. 10(4), pages 251-254, March. [Downloadable!] (restricted)

6. Silvano Bordignon & Francesco Lisi, 2001. "Interval prediction for chaotic time series," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 117-140. [Downloadable!]

7. Bordignon, Silvano & Lisi, Francesco, 2001. "Predictive accuracy for chaotic economic models," Economics Letters, Elsevier, vol. 70(1), pages 51-58, January. [Downloadable!] (restricted)

8. Lisi, Francesco & Schiavo, Rosa A., 1999. "A comparison between neural networks and chaotic models for exchange rate prediction," Computational Statistics & Data Analysis, Elsevier, vol. 30(1), pages 87-102, March. [Downloadable!] (restricted)

9. Lisi, Francesco & Medio, Alfredo, 1997. "Is a random walk the best exchange rate predictor?," International Journal of Forecasting, Elsevier, vol. 13(2), pages 255-267, June. [Downloadable!] (restricted)

10. Michele Bonollo & Francesco Lisi, 1997. "The interbanking liquidity market: Short-time prediction and the central bank reserve management," Decisions in Economics and Finance, Springer, vol. 20(1), pages 67-82, June. [Downloadable!] (restricted)

1. NEP-EFF: Efficiency & Productivity (1) 2009-05-16 Author is listed
2. NEP-FMK: Financial Markets (1) 2008-08-06 Author is listed
3. NEP-RMG: Risk Management (1) 2008-08-06 Author is listed

This page was last updated on 2009-12-22.