Matas-Mir, A., D.R. Osbron and M.J. Lombardi (2007), "Seasonal adjustment and the detection of business cycle phases",
Journal of Applied Econometrics, forthcoming.
Lombardi, M.J. (2007), "Bayesian inference for a-stable distributions: A random walk MCMC approach",
Computational Statistics and Data Analysis, 51: 2688-2700.
Lombardi, M.J. and S.J. Godsill (2006), "On-line Bayesian estimation of signals in symmetric a-stable noise",
IEEE Transactions on Signal Processing, 54: 775-779.
Lombardi, M.J. and G.M. Gallo (2002), "Analytic Hessian matrices and the computation of FIGARCH estimates",
Statisitcal Methods and Applications
11: 247-264.
Italian Journals
Dainelli, F. and M.J. Lombardi (2003), "La comunicazione economico-finanziaria on-line delle
imprese quotate al nuovo mercato",
Analisi Finanziaria
51: 20-49.
Cecconi, M. and M.J. Lombardi (2001), "Dati finanziari ad alta frequenza: trattamento e applicazioni", Scienza & Business 9: 17-24.
Conference proceedings
Lombardi, M.J. (2005), "Bayesian inference for a-stable distributions: A random walk MCMC approach", in "S.Co. 2005 - Atti del convegno": 221-226.
Brownlees, C.T. and M.J. Lombardi (2004), "Daily volatility modelling using ultra-high frequency data", in "Proceedings of the 19th International Workshop on Statistical Modelling", edited by A. Biggeri, E. Dreassi, C. Lagazio and M. Marchi: 339-343, (Florence University Press, Firenze, Italy).
Lombardi, M.J. (2004), "Bayesian inference for a-stable distributions: A random walk MCMC approach", in "Società Italiana di Statistica - Atti della XLII riunione scientifica - Sessioni spontanee": 299-302, (CLEUP editore, Padova, Italy).
Lombardi, M.J., G. Calzolari and G.M. Gallo (2003), "Indirect inference for a-stable distributions", in "S.Co. 2003 - Atti del convegno": 278-283.
Lombardi, M.J. (2002), "On the detection of long memory in the intra-daily pattern of stock returns", in "Società Italiana di Statistica - Atti della XLI riunione scientifica - Sessioni spontanee": 657-660, (CLEUP editore, Padova, Italy).
Lombardi, M.J. and G.M. Gallo (2001), "Comparing alternative estimation methods of variance-covariance matrices in the class of Fractionally Integrated GARCH models", in "Modelli complessi e metodi computazionali intensivi per la stima e la previsione", edited by C. Provasi: 319-324, (CLEUP editore, Padova, Italy).
Lombardi, M.J. (2004), "Simulation-based estimation methods for a-stable distributions and processes", PhD Thesis, (Dipartimento di Statistica "G. Parenti", Universita' degli studi di Firenze, Italy).