| Relative benchmark rating and persistence analysis: Evidence from Italian equity funds R Casarin, M Lazzarin, L Pelizzon, D Sartore The European Journal of Finance 11 (4), 297-308, 2005 | 43 | 2005 |
| A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets R Casarin, D Sartore, M Tronzano Journal of Business & Economic Statistics 36 (1), 101-114, 2018 | 38 | 2018 |
| Stochastic volatility models: a survey with applications to option pricing and value at risk M Billio, D Sartore Applied quantitative methods for trading and investment, 239-291, 2003 | 25 | 2003 |
| Methodological aspects of time series back-calculation M Caporin, D Sartore University Ca'Foscari of Venice, Dept. of Economics Research Paper Series, 2006 | 19 | 2006 |
| US dollar/Euro exchange rate: a monthly econometric model for forecasting D Sartore, L Trevisan, M Trova, F Volo The European Journal of Finance 8 (4), 480-501, 2002 | 19 | 2002 |
| Square root iterative filter: Theory and applications to econometric models C Carraro, D Sartore Annales d'Economie et de Statistique, 435-459, 1987 | 18 | 1987 |
| Developments of control theory for economic analysis C Carraro, D Sartore Springer Science & Business Media, 2012 | 17 | 2012 |
| Combining forecasts: some results on exchange and interest rates M Billio, D Sartore, C Toffano The European Journal of Finance 6 (2), 126-145, 2000 | 17 | 2000 |
| Deciphering the Libor and Euribor Spreads during the subprime crisis L Pelizzon, D Sartore The North American Journal of Economics and Finance 26, 565-585, 2013 | 13 | 2013 |
| Bayesian inference in dynamic models with latent factors M Billio, R Casarin, D Sartore WORKING PAPER-DEPARTMENT OF ECONOMICS, CÀ FOSCARI. UNIVERSITY OF VENICE 34, 1-30, 2007 | 11 | 2007 |
| Matrix-state particle filter for Wishart stochastic volatility processes R Casarin, D Sartore | 9 | 2010 |
| La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati (The Hedging of Financial Risks Using Derivatives by Italian Non … G Bison, L Pellizzon, D Sartore Moneta e Credito 55 (217), 2002 | 8 | 2002 |
| Bayesian markov switching stochastic correlation models R Casarin, M Tronzano, D Sartore University Ca'Foscari of Venice, Dept. of Economics Research Paper Series No 11, 2013 | 6 | 2013 |
| L'analisi tecnica ei modelli GARCH D Dalan, D Sartore GRETA, University Ca’Foscari, Venezia, 2003 | 4 | 2003 |
| Performance, Style and Persistence of Italian Equity Funds R Casarin, M Lazzarin, D Sartore GRETA, Venice, 2002 | 4 | 2002 |
| Sovereign risk and contagion effects in the Eurozone: a Bayesian stochastic correlation model R Casarin, M Tronzano, D Sartore Advances in Statistical Models for Data Analysis, 27-34, 2015 | 3 | 2015 |
| Collaterals, short term debts and the interbank rate spread puzzle L Pellizzon, D Sartore, R Vendramin Mimeo, 2009 | 3 | 2009 |
| Iterative Kalman Filter: Theory and Applications to Regression Models C Carraro, D Sartore Dipartimento di Scienze Economiche, Università degli studi di Venezia, 1984 | 3 | 1984 |
| A scoring rule for factor and autoregressive models under misspecification R Casarin, F Corradin, F Ravazzolo, D Sartore Available at SSRN 3219696, 2018 | 2 | 2018 |
| Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns F Corradin, D Sartore Available at SSRN 2832717, 2016 | 2 | 2016 |
