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- MONFARDINI, Chiara. An application of Cox's non-nested test to trinomial logit and probit models. San Domenico (FI) : European University Institute, 1997. 32 s. EUI Working paper ECO, No. 97/20. [Copy count : 1, currently available 1, at library only 0]
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- MONFARDINI, Chiara. Estimating stochastic volatility models through indirect inference. San Domenico (FI) : European University Institute, 1996. 27 s. EUI Working paper ECO, No. 96/22. [Copy count : 1, currently available 1, at library only 0]
book