1. Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis

   • Monica Billio
   • Massimiliano Caporin

   OriginalPaper Pages: 145 - 161

2. On boosting kernel density methods for multivariate data: density estimation and classification

   • Marco Di Marzio
   • Charles C. Taylor

   OriginalPaper Pages: 163 - 178

3. Bootstrap prediction regions for multivariate autoregressive processes

   • Matteo Grigoletto

   OriginalPaper Pages: 179 - 207

4. The two-sided power distribution for the treatment of the uncertainty in PERT

   • José García Pérez
   • Salvador Cruz Rambaud
   • Lina B. García García

   OriginalPaper Pages: 209 - 222

5. Bayesian correlated factor analysis of socio-demographic indicators

   • Maura Mezzetti
   • Francesco C. Billari

   OriginalPaper Pages: 223 - 241

6. Evaluating technical efficiency of human capital formation in the Italian university: Evidence from Florence

   • Guido Ferrari
   • Tiziana Laureti

   OriginalPaper Pages: 243 - 270

7. The impact of sales promotions on store performance: a structural vector autoregressive approach

   • Marzia Freo

   OriginalPaper Pages: 271 - 281

8. A micro analysis of the macro differences in refusal risk among metropolitan areas. The case of the Italian multipurpose survey

   • Romina Fraboni
   • Alessandro Rosina
   • Barbara Baldazzi

   OriginalPaper Pages: 283 - 295