Patrick Gagliardini

Patrick Gagliardini

Università della Svizzera Italiana Lugano - Lugano / Switzerland
Economics & Econometrics / Economics
AD Scientific Index ID: 1085626
Université de la Suisse italienne
person_outline Patrick Gagliardini's MOST POPULAR ARTICLES
1-) Testing asset pricing models with coskewness Journal of Business & Economic Statistics 22 (4), 474-485, 2004
2-) Stochastic migration models with application to corporate risk Journal of Financial Econometrics 3 (2), 188-226, 2005
3-) Ambiguity aversion and the term structure of interest rates The Review of Financial Studies 22 (10), 4157-4188, 2008
4-) Efficient derivative pricing by the extended method of moments Econometrica 79 (4), 1181-1232, 2011
5-) A diagnostic criterion for approximate factor structure Journal of Econometrics 212 (2), 503-521, 2019