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1993

Calzolari, Giorgio and Fiorentini, Gabriele and Panattoni, Lorenzo (1993): Alternative estimators of the covariance matrix in GARCH models. Published in: Universita' di Messina, Istituto di Economia, Statistica e Analisi del Territorio No. Quaderno No. 11 (1993): pp. 1-33.

Calzolari, Giorgio and Fiorentini, Gabriele (1993): Estimating variances and covariances in a censored regression model. Published in: Statistica No. 53 (1993): pp. 323-339.

September 1994

Calzolari, Giorgio and Fiorentini, Gabriele (1994): Conditional heteroskedasticity in nonlinear simultaneous equations. Published in: Florence: European University Institute No. Working Paper ECO No. 94/44 (November 1994): pp. 1-19.

November 1996

Calzolari, Giorgio and Di Iorio, Francesca and Fiorentini, Gabriele (1996): Control variates for variance reduction in indirect inference: interest rate models in continuous time. Published in: CEIBS - China Europe International Business School - Shanghai No. Working paper No. 6 (November 1996): pp. 1-20.