IDEAS home Printed from https://ideas.repec.org/f/ppa787.html
   My authors  Follow this author

Alessandro Parrini

Personal Details

First Name:Alessandro
Middle Name:
Last Name:Parrini
Suffix:
RePEc Short-ID:ppa787
Via San Gallo 80, 50129 Firenze (Italy)
+393299843367

Affiliation

(50%) Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"
Università degli Studi di Firenze

Firenze, Italy
http://www.disia.unifi.it/

: +39 055 2751557
+39 055 4223560
Viale G.B. Morgagni 59, 50134 Firenze
RePEc:edi:dsfirit (more details at EDIRC)

(50%) Afdeling Econometrie and Operations Research
School of Business and Economics
Vrije Universiteit Amsterdam

Amsterdam, Netherlands
https://sbe.vu.nl/nl/afdelingen-en-instituten/econometrie-en-or-nieuw/

: (020 59)86010
(020 59)86020
De Boelelaan 1105, 1081 HV Amsterdam
RePEc:edi:ectvunl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Parrini, Alessandro, 2012. "Indirect estimation of GARCH models with alpha-stable innovations," MPRA Paper 38544, University Library of Munich, Germany.
  2. Giorgio Calzolari & Roxana Halbleib & Alessandro Parrini, 2012. "Indirect Estimation of α-Stable Garch Models," Working Paper Series of the Department of Economics, University of Konstanz 2012-31, Department of Economics, University of Konstanz.
  3. Parrini, Alessandro & Doretti, Marco & Lapini, Gabriele, 2010. "Modelli a Equazioni Strutturali per la Valutazione dell'Esperienza Universitaria nell'Ateneo Fiorentino
    [Structural Equation Models for the assessment of the University experience at the University
    ," MPRA Paper 43412, University Library of Munich, Germany.
  4. Parrini, Alessandro, 2009. "Algoritmi di flusso massimo al minimo costo
    [Maximum flow - minimum cost algorithms]
    ," MPRA Paper 39759, University Library of Munich, Germany.

Articles

  1. Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014. "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 158-171.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Giorgio Calzolari & Roxana Halbleib & Alessandro Parrini, 2012. "Indirect Estimation of α-Stable Garch Models," Working Paper Series of the Department of Economics, University of Konstanz 2012-31, Department of Economics, University of Konstanz.

    Cited by:

    1. Giorgio Calzolari & Roxana Halbleib, 2014. "Estimating Stable Factor Models By Indirect Inference," Working Paper Series of the Department of Economics, University of Konstanz 2014-25, Department of Economics, University of Konstanz.
    2. Shi, Yanlin & Feng, Lingbing, 2016. "A discussion on the innovation distribution of the Markov regime-switching GARCH model," Economic Modelling, Elsevier, vol. 53(C), pages 278-288.

Articles

  1. Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro, 2014. "Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 158-171.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 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) 2012-05-15 2012-12-10. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2012-05-15 2012-12-10. Author is listed
  3. NEP-ORE: Operations Research (1) 2012-05-15. Author is listed

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Alessandro Parrini 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.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.