Publications

M.L.Guerra; G.Figà-Talamanca, Value at Risk in a Complete Stochastic Volatility Model, in: Presentations at the XXXIV Euro Working Group on Financial Modelling, s.l, sine nomine, 2004(atti di: XXXIV Euro Working Group on Financial Modelling,, Parigi, 12-14 maggio 2004) [Contribution to conference proceedings]

E.B. Dagum; A. Luati, A linear transformation and its properties with special applications in time series filtering, «LINEAR ALGEBRA AND ITS APPLICATIONS», 2004, 338, pp. 107 - 117 [Scientific article]

Mazzoni M. ; Raggi M. ; Scalone F., Gli incidenti stradali in provincia di Bologna: una prima analisi, «METRONOMIE», 2004, 27, pp. 289 - 308 [Scientific article]

S. Mulinacci; I. Colivicchi, The concept of a new insurance policy using leader- follower games, in: PROCEEDINGS VIII INTERNATIONAL CONGRESS ON INSURANCE: MATHEMATICS AND ECONOMICS, s.l, s.s., 2004, pp. 1 - 7 (atti di: VIII INTERNATIONAL CONGRESS ON INSURANCE: MATHEMATICS AND ECONOMICS, Roma, 14-16 Giugno 2004) [Abstract]

I Colivicchi; F. Mignanego; S.Mulinacci, The concept of a new insurance policy using leader- follower games, in: ATTI DEL XXVIII CONVEGNO AMASES 2004, s.l, s.n, 2004, pp. 1 - 4 (atti di: XXVIII CONVEGNO AMASES 2004, Modena, 8/12-09-2004) [Abstract]

P.I. Yanev; P. Foschi; E.J. Kontoghiorghes, Algorithms for computing the the QRDs of a set of matrices having common columns., «ALGORITHMICA», 2004, 30, pp. 83 - 93 [Scientific article]

P. Foschi; E.J. Kontoghiorghes, A computationally efficient method for solving SUR models with orthogonal regressors, «LINEAR ALGEBRA AND ITS APPLICATIONS», 2004, 388, pp. 193 - 200 [Scientific article]

Montanari A; Viroli C, Looking for independent factors: a new factor rotation method, in: Proceedings in Computational Statistics, Compstat 2004, 16th Symposium of IASC Praga, PRAGA, Physica Verlag, Springer Verlag, 2004, pp. x - x (atti di: Compstat 2004 - Proceedings in Computational Statistics: 16th Symposium, Prague, Czech Republic, 2004) [Abstract]

A Baldi Antognini, 'Optimal' Randomized Designs for Sequential Experiments with Two Treatments, «METODOLOSKI ZVEZKI», 2004, 21, pp. 3 - 13 [Scientific article]

F. Greco, A hierarchical Bayesian model for relative risk estimation in presence of spatially misaligned data, in: Atti della XLII Riunione Scientifica della SIS, PADOVA, CLEUP, 2004, pp. 291 - 294 (atti di: XLII Riunione Scientifica della SIS, BARI, 9-11 giugno 2004) [Contribution to conference proceedings]

Impicciatore, Roberto; Rettaroli, Rosella, Il passaggio all’età adulta: un’ottica comparativa tra alcuni paesi europei, in: Nuovi comportamenti familiari e nuovi modelli : Italia ed Europa a confronto, Bologna, Clueb, 2004, pp. 113 - 144 [Chapter or essay]

Impicciatore, Roberto, Risorse individuali e scelte di primo matrimonio in Italia, in: Nuovi comportamenti familiari e nuovi modelli : Italia ed Europa a confronto, Bologna, Clueb, 2004, pp. 145 - 170 [Chapter or essay]

Ballestra, Luca V.; Sacco, Riccardo, Numerical problems in semiconductor simulation using the hydrodynamic model: A second-order finite difference scheme, «JOURNAL OF COMPUTATIONAL PHYSICS», 2004, 195, pp. 320 - 340 [Scientific article]

CHIOGNA M.; GAETAN C., Mortality and air pollution in Philadelphia: a dynamic generalized linear modelling approach, in: H. BOCK; M. CHIODI; A. MINEO;, Advances in Multivariate Data Analysis, Berlin · Heidelberg, SPRINGER, 2004, pp. 233 - 244 [Chapter or essay]

AZZALINI A.; CHIOGNA M., Some results on the stress-strength model for skew-normal variates, «METRON», 2004, LXII, pp. 315 - 326 [Scientific article]

CHIOGNA M.; GAETAN C., Hierarchical space-time modelling of epidemic dynamics: an application to measles outbreaks, «STATISTICAL METHODS & APPLICATIONS», 2004, 13, pp. 1 - 17 [Scientific article]

Ortensi L, L’integrazione dei minori stranieri nel sistema sanitario nazionale: considerazioni a margine di una ricerca sugli accessi dei minori stranieri al pronto soccorso pediatrico di un ospedale milanese, in: Salute e Immigrazione. Problemi e prospettive, ITA, Osservatorio Regionale per l’Integrazione e la Multietnicità, Reg. Lombardia, Fond. ISMU, 2004, pp. 51 - 66 [Chapter or essay]

LANCONELLI, ALBERTO; PROSKE F., On explicit strong solutions on Ito-SDEs and the Donsker delta function of a diffusion, «INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS», 2004, 7, pp. 437 - 447 [Scientific article]

Guasoni P, Estimating State Price Densities by Hermite Polynomials: Theory and Application to Italian Derivatives Market, in: Temi di Discussione della Banca d'Italia, «TEMI DI DISCUSSIONE», 2004, pp. 3 - 22 (atti di: Seminar on Financial Markets, Roma, 2 June 2002) [Contribution to conference proceedings]

Guasoni P, Excursions in the Martingale Hypothesis, in: Stochastic Processes and Applications to Mathematical Finance: (Proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan 5-9 March 2003), World Scientific Publishing Co., 2004, pp. 73 - 95 (atti di: Ritsumeikan International Symposium Stochastic processes and application to mathematical finance, Kyoto, Japan, 5-9 March 2003) [Contribution to conference proceedings]