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Publications by Flavio Angelini

Evaluating Discrete Dynamic Strategies in Affine Models

Quantitative Finance
EconomicsEconometricsFinance
2012English

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Bounds on Parameters in Panel Dynamic Discrete Choice Models

Econometrica
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2006English

Discrete Holomorphicity and Quantized Affine Algebras

Journal of Physics A: Mathematical and Theoretical
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2013English

Stability Analysis of Piecewise Affine Discrete-Time Systems*

2019English

Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2017English

Affine Models of Currency Pricing

1996English

The Specification of Dynamic Discrete-Time Two-State Panel Data Models

SSRN Electronic Journal
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Assembling Integrable Σ-Models as Affine Gaudin Models

Journal of High Energy Physics
High Energy PhysicsNuclear
2019English

Continuous Dynamic Models, Clearing Functions, and Discrete-Event Simulation in Aggregate Production Planning

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A Practitioner’s Guide to Bayesian Estimation of Discrete Choice Dynamic Programming Models

Quantitative Marketing and Economics
MarketingEconomicsEconometricsFinance
2012English

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