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Francesco Lisi


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Personal Details

First Name: Francesco
Middle Name:
Last Name: Lisi

RePEc Short-ID: pli451

Postal Address: Department of Statistical Sciences Via C. Battisti, 241 35122 Padova - Italy


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


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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".
  2. F. Lisi & E. 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.
  3. F, Lisi, 1997. "One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction," Working Papers 97-02, Centre de Recherche en Economie et Statistique.
  4. Dominique Guegan & F, Lisi, 1997. "Predictive Dimension : An Alternative Definition of the Embedding Dimension," Working Papers 97-49, Centre de Recherche en Economie et Statistique.


  1. Massimiliano Caporin & Francesco Lisi, 2010. "Misspecification tests for periodic long memory GARCH models," Statistical Methods and Applications, Springer, vol. 19(1), pages 47-62, March.
  2. Silvano Bordignon & Massimiliano Caporin & Francesco Lisi, 2009. "Periodic Long-Memory GARCH Models," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 28(1-3), pages 60-82.
  3. Matteo Grigoletto & Francesco Lisi, 2009. "Looking for skewness in financial time series," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 310-323, 07.
  4. Francesco Lisi, 2007. "Testing asymmetry in financial time series," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 7(6), pages 687-696.
  5. Bordignon, Silvano & Caporin, Massimiliano & Lisi, Francesco, 2007. "Generalised long-memory GARCH models for intra-daily volatility," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 51(12), pages 5900-5912, August.
  6. Luisa Bisaglia & Silvano Bordignon & Francesco Lisi, 2003. "k -Factor GARMA models for intraday volatility forecasting," Applied Economics Letters, Taylor & Francis Journals, vol. 10(4), pages 251-254.
  7. Bordignon, Silvano & Lisi, Francesco, 2001. "Predictive accuracy for chaotic economic models," Economics Letters, Elsevier, vol. 70(1), pages 51-58, January.
  8. 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, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 117-140.
  9. Lisi, Francesco & Schiavo, Rosa A., 1999. "A comparison between neural networks and chaotic models for exchange rate prediction," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 30(1), pages 87-102, March.
  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.
  11. Lisi, Francesco & Medio, Alfredo, 1997. "Is a random walk the best exchange rate predictor?," International Journal of Forecasting, Elsevier, Elsevier, vol. 13(2), pages 255-267, June.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  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


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