Advanced Search
MyIDEAS: Login to follow this author

Emanuele Taufer

Contents:

This is information that was supplied by Emanuele Taufer in registering through RePEc. If you are Emanuele Taufer , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Emanuele
Middle Name:
Last Name: Taufer
Suffix:

RePEc Short-ID: pta300

Email: [This author has chosen not to make the email address public]
Homepage: http://www.cs.unitn.it/~etaufer/
Postal Address:
Phone:

Affiliation

Dipartimento di Informatica e Studi Aziendali
Università degli Studi di Trento
Location: Trento, Italy
Homepage: http://www.unitn.it/disa
Email:
Phone: +39-0461-882126
Fax: +39-0461-882124
Postal: via Inama, 5 -- I-38100 Trento TN
Handle: RePEc:edi:ditreit (more details at EDIRC)

Works

as in new window

Working papers

  1. Nikolai Leonenko & EStuart Petherick & Emanuele Taufer, 2012. "Multifractal Scaling for Risky Asset Modelling," DISA Working Papers 2012/07, Department of Computer and Management Sciences, University of Trento, Italy, revised Jul 2012.
  2. Emanuele Taufer & Nikolai Leonenko & Marco Bee, 2009. "Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models," DISA Working Papers 0907, Department of Computer and Management Sciences, University of Trento, Italy, revised 02 Dec 2009.
  3. Emanuele Taufer, 2008. "Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes," DISA Working Papers 0805, Department of Computer and Management Sciences, University of Trento, Italy, revised 07 Jul 2008.
  4. Emanuele Taufer & Nikolai Leonenko, 2007. "Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution," Quaderni DISA 123, Department of Computer and Management Sciences, University of Trento, Italy, revised 23 May 2007.
  5. Emanuele Taufer, 2006. "Modeling stylized features in default rates," Alea Tech Reports 021, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008.
  6. Sreenivasa Rao Jammalamadaka & Emanuele Taufer, 2002. "The use of Mean Residual Life in testing departures from Esxponentiality," Quaderni DISA 071, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003.
  7. Nikolai Leonenko & Emanuele Taufer, 2001. "On the rate of convergence to the Normal approximation of LSE in multiple regression with long memory random fields," Quaderni DISA 044, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003.
  8. Sreenivasa Rao Jammalamadaka & Emanuele Taufer, 2001. "Testing Exponentiality by comparing the Empirical," Quaderni DISA 053, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003.
  9. Nikolai Leonenko & Ludmila Sakhno & Emanuele Taufer, 2000. "On the product limit estimator for long range dependent sequences under chi-square subordination," Quaderni DISA 041, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003.
  10. Emanuele Taufer & Pier Luigi Novi Inverardi, 2000. "Case di riposo," Quaderni DISA 034, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Sep 2003.

Articles

  1. Taufer, Emanuele & Leonenko, Nikolai & Bee, Marco, 2011. "Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2525-2539, August.
  2. Taufer, Emanuele & Leonenko, Nikolai, 2009. "Simulation of Lvy-driven Ornstein-Uhlenbeck processes with given marginal distribution," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2427-2437, April.
  3. N. N. Leonenko & Emanuele Taufer, 2001. "Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 54-71.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2008-07-30 2009-12-19. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2009-12-19. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Emanuele Taufer should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.