Concepedia

Silvano Bordignon

SB

15

Publications

488

Citations

13

H-Index

1989

Active since

Affiliations

University of Padua(Current)

University of Bologna

Silvano Bordignon is an author at University of Padua specializing in business, engineering, and statistics.

Top concepts

BusinessEngineeringStatisticsFinanceForecastingEconometricsAsset PricingVolatility ModelingEconomicsPredictive Analytics

Publications per year

1989–2014

15

Publications

15

Combining day-ahead forecasts for British electricity prices

Silvano Bordignon, Derek W. Bunn, Francesco Lisi et al. · Energy Economics · 2011 · 137 citations

British Electricity Prices, Economics, Engineering +6

Long memory and nonlinearities in realized volatility: A Markov switching approach

Davide Raggi, Silvano Bordignon · Computational Statistics & Data Analysis · 2010 · 58 citations · Full text

Markov Switching Approach, Volatility Modeling, Multivariate Stochastic Volatility +5

Statistical analysis of process capability indices with measurement errors

Silvano Bordignon, Michele Scagliarini · Quality and Reliability Engineering International · 2002 · 46 citations · Full text

Engineering, Industrial Engineering, Measurement +19

Generalised long-memory GARCH models for intra-daily volatility

Silvano Bordignon, Massimiliano Caporin, Francesco Lisi · Computational Statistics & Data Analysis · 2006 · 41 citations

Volatility Modeling, Intra-daily Volatility, Asset Pricing +3

Comparing stochastic volatility models through Monte Carlo simulations

Davide Raggi, Silvano Bordignon · Computational Statistics & Data Analysis · 2005 · 30 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +8

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