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Paolo Foschi

This is information that was supplied by Paolo Foschi in registering through RePEc. If you are Paolo Foschi , 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:Paolo
Middle Name:
Last Name:Foschi
Suffix:
RePEc Short-ID:pfo62
[This author has chosen not to make the email address public]
http://www.unibo.it/docenti/paolo.foschi2
Dept. of Statistical Sciences P.tta Teatini, 10 47900 Rimini Italy
Bologna, Italy
http://www.stat.unibo.it/

: +39 0 51 209.82.01
+39 0 51 23.21.53
Via Belle Arti, 41 - Bologna
RePEc:edi:dsbolit (more details at EDIRC)
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  1. Paolo Foschi & Stefano Pagliarani & Andrea Pascucci, 2011. "Black-Scholes formulae for Asian options in local volatility models," Quaderni di Dipartimento 7, Department of Statistics, University of Bologna.
  2. Foschi, Paolo & Pieressa, Luca & Polidoro, Sergio, 2008. "Parametrix approximations for non constant coefficient parabolic PDEs," MPRA Paper 7852, University Library of Munich, Germany, revised 20 Mar 2008.
  3. Paolo Foschi, 2006. "Non-constant volatility models a comparison," Computing in Economics and Finance 2006 344, Society for Computational Economics.
  4. Pascucci, Andrea & Foschi, Paolo, 2006. "Path dependent volatility," MPRA Paper 973, University Library of Munich, Germany.
  5. Paolo, Foschi, 2005. "Estimating regressions and seemingly unrelated regressions with error component disturbances," MPRA Paper 1424, University Library of Munich, Germany, revised 07 Sep 2006.
  6. Andrea Pascucci & Paolo Foschi, 2005. "Calibration of the Hobson&Rogers model: empirical tests," Finance 0509020, EconWPA.
  7. P. Foschi & E.J. Kontoghiorghes, 2002. "Conjugate Gradient methods for solving sparse Simultaneous Equations Models," Computing in Economics and Finance 2002 271, Society for Computational Economics.
  8. Erricos J. Kontoghiorghes and Paolo Foschi, 2001. "A recursive algorithm for solving SUR models," Computing in Economics and Finance 2001 143, Society for Computational Economics.
  9. Paolo Foschi & Erricos J. Kontoghiorghes, 2000. "Numerical Solution Of Sure Models Deriving From Var(P) Processes," Computing in Economics and Finance 2000 152, Society for Computational Economics.
  1. Barlow, Jesse & Eldén, Lars & Foschi, Paolo, 2010. "3rd Special issue on matrix computations and statistics," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3379-3380, December.
  2. Foschi, Paolo & Pascucci, Andrea, 2009. "Calibration of a path-dependent volatility model: Empirical tests," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2219-2235, April.
  3. Paolo Foschi & Andrea Pascucci, 2008. "Path dependent volatility," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 31(1), pages 13-32, May.
  4. Foschi, Paolo & Belsley, David A. & Kontoghiorghes, Erricos J., 2003. "A comparative study of algorithms for solving seemingly unrelated regressions models," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 3-35, October.
  5. Foschi, Paolo & Kontoghiorghes, Erricos J., 2003. "Estimating seemingly unrelated regression models with vector autoregressive disturbances," Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 27-44, October.
  6. Paolo Foschi & Erricos J. Kontoghiorghes, 2003. "Estimation of VAR Models: Computational Aspects," Computational Economics, Springer;Society for Computational Economics, vol. 21(1_2), pages 3-22, 02.
  7. Foschi, Paolo & Kontoghiorghes, Erricos J., 2002. "Seemingly unrelated regression model with unequal size observations: computational aspects," Computational Statistics & Data Analysis, Elsevier, vol. 41(1), pages 211-229, November.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2007-01-14 2007-01-14. Author is listed

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