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Lucio De Capitani

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2016
[j3]
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  - journals/entropy/CapitaniM16
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  - https://dblp.org/rec/journals/entropy/CapitaniM16
Lucio De Capitani, Daniele De Martini:
Reproducibility Probability Estimation and RP-Testing for Some Nonparametric Tests. Entropy 18(4): 142 (2016)
2014
[j2]
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  - journals/cssc/Capitani14
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Lucio De Capitani:
Interval Estimation for the Sortino Ratio and the Omega Ratio. Commun. Stat. Simul. Comput. 43(6): 1385-1429 (2014)
2012
[j1]
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  - journals/sma/Capitani12
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Lucio De Capitani:
Interval estimation for the Sharpe Ratio when returns are not i.i.d. with special emphasis on the GARCH(1, 1) process with symmetric innovations. Stat. Methods Appl. 21(4): 517-537 (2012)

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