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Diego Fresoli

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Publications

2

Citations

54

H-Index

2

Active since

2014

Affiliations

Universidad Carlos III de Madrid(Current)

Diego Fresoli is an author at Universidad Carlos III de Madrid specializing in statistics, business, and volatility modeling.

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Publications per year

2014–2015

2

Publications

2

Bootstrap multi-step forecasts of non-Gaussian VAR models

Diego Fresoli, Esther Ruiz, Lorenzo Pascual · International Journal of Forecasting · 2014 · 37 citations

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The uncertainty of conditional returns, volatilities and correlations in DCC models

Diego Fresoli, Esther Ruiz · Computational Statistics & Data Analysis · 2015 · 17 citations

, , +12

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