Sfoglia per Autore
Towards a skewness index for the Italian stock market
2015 Elyasiani, E.; Gambarelli, L.; Muzzioli, S.
Fear or greed? What does a skewness index measure?
2016 Elyasiani, E.; Gambarelli, L.; Muzzioli, S.
Moment Risk Premia and the Cross-Section of Stock Returns
2016 Elyasiani, E.; Gambarelli, L.; Muzzioli, S.
The Risk-Asymmetry Index
2016 Elyasiany, E.; Gambarelli, L.; Muzzioli, S.
The information content of corridor volatility measures during calm and turmoil periods
2017 Elyasiani, E.; Gambarelli, L.; Muzzioli, S.
Towards a Fuzzy Volatility Index for the Italian Market
2017 Muzzioli, Silvia; Gambarelli, Luca; De Baets, Bernard
The Risk-Asymmetry Index as a New Measure of Risk
2018 Elyasiani, E.; Gambarelli, L.; Muzzioli, S.
The use of option prices in order to evaluate the skewness risk premium
2018 Elyasiani, E.; Gambarelli, L.; Muzzioli, Silvia
INDICES FOR FINANCIAL MARKET VOLATILITY OBTAINED THROUGH FUZZY REGRESSION
2018 Muzzioli, Silvia; Gambarelli, Luca; De Baets, Bernard
The properties of a skewness index and its relation with volatility and returns
2018 Elyasiani, E.; Gambarelli, L.; Muzzioli, Silvia
Risk-asymmetry indices in Europe
2019 Gambarelli, Luca; Muzzioli, Silvia
Towards a fuzzy index of skewness
2019 Muzzioli, Silvia; Gambarelli, L.; De baets, Bernard
Moment risk premia and the cross-section of stock returns in the European stock market
2020 Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia
The use of option prices to assess the skewness risk premium
2020 Elyasiani, E.; Gambarelli, L.; Muzzioli, S.
Option implied moments obtained through fuzzy regression
2020 Muzzioli, Silvia; Gambarelli, Luca; De Baets, Bernard
The skewness index: uncovering the relation with volatility and market returns
2021 Elyasiani, 2. E.; Gambarelli, L.; Muzzioli, S.
Towards new volatility measures for the EU stock market
2021 Gambarelli, L.; Muzzioli, S.; De Baets, B.
The skewness index: uncovering the relationship with volatility and market returns
2021 Elyasiani, E.; Gambarelli, L.; Muzzioli, S.
News Sentiment indicators and the Cross‐Section of Stock Returns in the European Stock Market
2022 Gambarelli., L.; Muzzioli, S.
An OWA Analysis of the VSTOXX volatility index
2022 Gambarelli., L.; Muzzioli, S.; De Baets, B.
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