Castagnetti, Carolina and Rossi, Eduardo (2008): Estimation methods in panel data models with observed and unobserved components: a Monte Carlo study. Unpublished.
Castagnetti, Carolina and Rossi, Eduardo (2008): Euro corporate bonds risk factors. Unpublished.
Rossi, Eduardo and Spazzini, Filippo (2008): Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis. Unpublished.
