Christian de Peretti

According to our database, Christian de Peretti authored at least 5 papers between 2007 and 2018.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2018

Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier.

Hanene Ben Salah, Mohamed Chaouch, Ali Gannoun, Christian de Peretti, Abdelwahed Trabelsi

Ann. Oper. Res., 2018

2010

Graphical methods for investigating the finite-sample properties of confidence regions.

Christian de Peretti, Carole Siani

Comput. Stat. Data Anal., 2010

2009

An artificial neural network based heterogeneous panel unit root test in case of cross sectional independence.

Christian de Peretti, Carole Siani, Mario Cerrato

Proceedings of the International Joint Conference on Neural Networks, 2009

A Bootstrap Artificial Neural Network Based Heterogeneous Panel Unit Root Test in Case of Cross Sectional Independence.

Christian de Peretti, Carole Siani, Mario Cerrato

Proceedings of the Neural Information Processing, 16th International Conference, 2009

2007

Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models.

Carole Siani, Christian de Peretti

Comput. Stat. Data Anal., 2007