Domenico Sartore

Domenico Sartore

Università Ca' Foscari di Venezia - Venezia / Italy
Economics & Econometrics / Economics
AD Scientific Index ID: 4876310
Ca' Foscari University of Venice
person_outline Domenico Sartore's MOST POPULAR ARTICLES
1-) Relative benchmark rating and persistence analysis: Evidence from Italian equity funds R Casarin, M Lazzarin, L Pelizzon, D Sartore The European Journal of Finance 11 (4), 297-308, 2005 382005
2-) A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets R Casarin, D Sartore, M Tronzano Journal of Business & Economic Statistics 36 (1), 101-114, 2018 312018
3-) Stochastic volatility models: a survey with applications to option pricing and value at risk M Billio, D Sartore Applied quantitative methods for trading and investment, 239-91, 2003 242003
4-) Methodological aspects of time series back-calculationM Caporin, D SartoreUniversity Ca\'Foscari of Venice, Dept. of Economics Research Paper Series, 2006202006
5-) US dollar/Euro exchange rate: a monthly econometric model for forecastingD Sartore, L Trevisan, M Trova, F VoloThe European Journal of Finance 8 (4), 480-501, 2002192002