Sfoglia per Autore  

Opzioni
Mostrati risultati da 41 a 60 di 110
Titolo Data di pubblicazione Autore(i) File
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 1-gen-2013 Muzzioli, S.; Ruggieri, A.; De Baets, B.
A comparative assessment of different fuzzy regression methods for volatility forecasting 1-gen-2013 Muzzioli, Silvia; B., De Baets
Option implied trees and implied moments 1-gen-2013 Muzzioli, S.; Ruggieri, A.
The information content of option based forecasts of volatility: evidence from the Italian stock market 1-gen-2013 Muzzioli, Silvia
Volatility co-movements: a time scale decomposition analysis 1-gen-2013 Cipollini, A.; Lo Cascio, I.; Muzzioli, S.
The optimal corridor for implied volatility: from calm to turmoil periods 1-gen-2013 Muzzioli, S.
The forecasting performance of corridor implied volatility in the Italian market 1-gen-2013 Muzzioli, Silvia
Volatility risk premia and financial connectedness 1-gen-2014 Cipollini, A.; Lo Cascio, I.; Muzzioli, S.
Volatility risk premia and financial connectedness 1-gen-2014 Cipollini, A.; Lo Cascio, I.; Muzzioli, S.
The optimal corridor for implied volatility: From periods of calm to turmoil 1-gen-2015 Muzzioli, Silvia
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 1-gen-2015 Muzzioli, Silvia; Ruggieri, A.; De Baets, B.
Towards a skewness index for the Italian stock market 1-gen-2015 Elyasiani, E.; Gambarelli, L.; Muzzioli, S.
Financial connectedness among European volatility risk premia 1-gen-2015 Cipollini, A.; Lo Cascio, I.; Muzzioli, S.
Volatility co-movements: a time-scale decomposition analysis 1-gen-2015 Cipollini, Andrea; Lo Cascio, Iolanda; Muzzioli, Silvia
A note on normalization schemes: The case of generalized forecast error variance decompositions 1-gen-2016 Caloia, F. G.; Cipollini, A.; Muzzioli, S.
Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions 1-gen-2016 Elyasiani, E.; Muzzioli, S.; Ruggieri, A.
The Risk-Asymmetry Index 1-gen-2016 Elyasiany, E.; Gambarelli, L.; Muzzioli, S.
Moment Risk Premia and the Cross-Section of Stock Returns 1-gen-2016 Elyasiani, E.; Gambarelli, L.; Muzzioli, S.
Fear or greed? What does a skewness index measure? 1-gen-2016 Elyasiani, E.; Gambarelli, L.; Muzzioli, S.
Fuzzy approaches to option price modelling 1-gen-2017 Muzzioli, Silvia; De Baets, Bernard
Mostrati risultati da 41 a 60 di 110
Legenda icone

  •  file ad accesso aperto
  •  file disponibili sulla rete interna
  •  file disponibili agli utenti autorizzati
  •  file disponibili solo agli amministratori
  •  file sotto embargo
  •  nessun file disponibile