Sfoglia per Afferenza Dipartimento di Economia e Finanza
O-Ring wage inequality
2007-01-01 Dalmazzo, A; Pekkarinen, T; Scaramozzino, P
Obesity is contagious! Evidence from US data
2012-01-01 Corrado, L; Distante, R
An Object Oriented Approach to Multimodal Imaging Data in Neuroscience
2018-01-01 Cappozzo, A; Ferraccioli, F; Stefanucci, M; Secchi, P
Objective Bayesian analysis for the multivariate skew-t model
2018-01-01 Parisi, A; Liseo, B
Objective Bayesian analysis of the multivariate regression model with skew-t errors
2018-01-01 Parisi, A; Brunero, L
Observational study on the evaluation of quality of life in patients affected by enteropathic spondyloarthritis
2020-08-20 Chimenti, Ms; Conigliaro, P; Polistena, B; Triggianese, P; D'Antonio, A; Neri, B; Sena, G; Spandonaro, F; Biancone, L; Perricone, R
Observed and "fundamental" price earnings. Is there a dragging anchor for high-tech stocks?
2001-02-01 Becchetti, L; Adriani, F; Bagella, M
Observed and fundamental price earning ratios: a comparative analysis of high-tech stock evaluation in the US and in Europe
2003-09-01 Bagella, M; Adriani, F; Becchetti, L
Observed and fundamental price-earning ratios: a comparative analysis of high-tech stock evaluation in the US and in Europe
2005-01-01 Bagella, M; Becchetti, L; Adriani, F
An Obtrusive Remark on Capital and Comparative Statics
2009-01-01 Bloise, G; P., R
Oecd Agricultural Subsidies And Poverty Rates In Lower Income Countries
2015-01-01 Pelloni, A; Tedesco, I; Trovato, G
On a Class of Smooth Preferences
2019-01-01 Attar, Ak; Mariotti, T; Salanie, F
On a class of strongly asymmetric PKA algorithms
2015-01-01 Accardi, L; Regoli, M
On a convergent power series method to price defaultable bonds in a Vasicek-CIR model
2022-01-01 Antonelli, F; Ramponi, A; Scarlatti, S
On a correspondence between regular and non-regular operator monotone functions
2009-01-01 Gibilisco, P; Hansen, F; Isola, T
On a refinement of Heisenberg uncertainty relations by means of quantum Fisher information
2011-01-01 Gibilisco, P; Isola, T
On a transform method for the efficient computation of conditional VaR (and VaR) with application to loss models with jumps and stochastic volatility
2016-01-01 Ramponi, A
On B-robust instrumental variable estimation of the linear model with panel data
2002-01-01 Wagenvoort, R; Waldmann, R
On classical and quantum liftings
2010-12-01 Accardi, L; Chruscinski, D; Kossakowski, A; Matsuoka, T; Ohya, M
On cointegration for processes integrated at different frequencies
2021-09-24 Barrio Castro, T; Cubadda, G; Osborn, Dr
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