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