Concepedia
Statistics
Publications
5
Citations
138
H-Index
Active since
2003
Affiliations
ETH Zurich(Current)
Università della Svizzera italiana
University of Geneva
Rosario Dell’Aquila is an author at ETH Zurich specializing in economics, natural sciences, and uncertainty quantification.
Publications per year
2003–2006
Extremes and Robustness: A Contradiction?
Rosario Dell’Aquila, Paul Embrechts · Financial markets and portfolio management · 2006 · 51 citations
Natural Sciences, Economics, Uncertainty Quantification +7
Robust GMM analysis of models for the short rate process
Rosario Dell’Aquila, Elvezio Ronchetti, Fabio Trojani · Journal of Empirical Finance · 2003 · 33 citations · Full text
Social Sciences, Business Economics, Economics +7
Stock and bond return predictability: the discrimination power of model selection criteria
Rosario Dell’Aquila, Elvezio Ronchetti · Computational Statistics & Data Analysis · 2005 · 23 citations
Business, Finance, Financial Management +16
Generalized Method of Moments
Rosario Dell’Aquila · Journal of the American Statistical Association · 2006 · 21 citations
Natural Sciences, Mathematics, Probability Theory +9
Extremes and robustness: A contradiction?
Rosario Dell’Aquila, Paul Embrechts · reroDoc Digital Library · 2006 · 10 citations · Full text
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