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Sergio Pastorello

Professore ordinario

Dipartimento di Scienze Economiche

Settore scientifico disciplinare: SECS-P/05 ECONOMETRIA

Coordinatore del Corso di Laurea in Economics and finance /economia e finanza

Pubblicazioni

Emilio Calvano, Giacomo Calzolari, Vincenzo Denicolò, Sergio Pastorello, ALGORITHMIC COLLUSION: A REAL PROBLEM FOR COMPETITION POLICY?, «COMPETITION POLICY INTERNATIONAL», 2020, 0, pp. 1 - 9 [articolo]

Vincenzo Denicolò, Giacomo Calzolari, Emilio Calvano, Sergio Pastorello, Algorithmic Pricing: What Implications for Competition Policy?, «REVIEW OF INDUSTRIAL ORGANIZATION», 2019, 55, pp. 155 - 171 [articolo]

Bellettini, Giorgio; Delbono, Flavio; Karlström, Peter; Pastorello, Sergio, Income inequality and banking crises: Testing the level hypothesis directly, «JOURNAL OF MACROECONOMICS», 2019, 62, pp. 1 - 16 [articolo]Open Access

Emilio Calvano, Giacomo Calzolari, Vincenzo Denicoló, Sergio Pastorello, Artificial intelligence, algorithmic pricing and collusion, London, Center for Economic Policy Research, 2018, pp. 47 (DISCUSSION PAPER SERIES). [libro]

Bucciol, Alessandro; Miniaci, Raffaele; Pastorello, Sergio, Return expectations and risk aversion heterogeneity in household portfolios, «JOURNAL OF EMPIRICAL FINANCE», 2017, 40, pp. 201 - 219 [articolo]

Fan, Y.; Pastorello, S.; Renault, E., Maximization by parts in extremum estimation, «ECONOMETRICS JOURNAL», 2015, 18, pp. 147 - 171 [articolo]

F. Ferriani; S. Pastorello, Estimating and testing non-affine option pricing models with a large unbalanced panel of options, «ECONOMETRICS JOURNAL», 2012, 15, pp. 171 - 203 [articolo]

R. Garcia; M.A. Lewis; S. Pastorello; E. Renault, Estimation of objective and risk-neutral distributions based on moments of integrated volatility, «JOURNAL OF ECONOMETRICS», 2011, 160, pp. 22 - 32 [articolo]

S. Pastorello; E. Rossi, Efficient importance sampling maximum likelihood estimation of stochastic differential equations, «COMPUTATIONAL STATISTICS & DATA ANALYSIS», 2010, 54, pp. 2753 - 2762 [articolo]

R. Miniaci; S. Pastorello, Mean-Variance Econometric Analysis of Household Portfolios, «JOURNAL OF APPLIED ECONOMETRICS», 2010, 25, pp. 481 - 504 [articolo]

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