Items where Author is "Loregian, A."
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Article
Ballotta, L. 
ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586, Loregian, A. & Perez, M. F. (2019).
Estimation of Multivariate Asset Models with Jumps.
Journal of Financial and Quantitative Analysis, 54(5),
pp. 2053-2083.
doi: 10.1017/s0022109018001321
Working Paper
Ballotta, L., Loregian, A. & Fusai, G. (2015). Multivariate Lévy Models by Linear Combination: Estimation. London: SSRN.