MUZZIOLI, Silvia
 Distribuzione geografica
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Continente #
NA - Nord America 7.870
EU - Europa 6.145
AS - Asia 1.483
AF - Africa 53
OC - Oceania 45
SA - Sud America 38
Continente sconosciuto - Info sul continente non disponibili 16
Totale 15.650
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Nazione #
US - Stati Uniti d'America 7.817
GB - Regno Unito 2.172
IT - Italia 1.945
SE - Svezia 550
DE - Germania 387
CN - Cina 385
HK - Hong Kong 275
FR - Francia 225
UA - Ucraina 186
TR - Turchia 178
FI - Finlandia 138
SG - Singapore 106
BG - Bulgaria 90
IE - Irlanda 84
IN - India 74
MY - Malesia 60
BE - Belgio 57
VN - Vietnam 56
KR - Corea 51
TW - Taiwan 47
CA - Canada 44
PL - Polonia 44
ES - Italia 42
NL - Olanda 38
IR - Iran 37
JP - Giappone 37
CZ - Repubblica Ceca 36
PK - Pakistan 29
AU - Australia 27
IL - Israele 27
RO - Romania 26
CH - Svizzera 24
ID - Indonesia 24
TH - Thailandia 21
ZA - Sudafrica 21
GR - Grecia 20
BR - Brasile 19
RU - Federazione Russa 19
NZ - Nuova Zelanda 18
AE - Emirati Arabi Uniti 16
EU - Europa 16
BH - Bahrain 15
HU - Ungheria 12
MO - Macao, regione amministrativa speciale della Cina 11
TN - Tunisia 10
IS - Islanda 9
MX - Messico 9
AT - Austria 8
CL - Cile 8
NO - Norvegia 7
CO - Colombia 6
PH - Filippine 6
CY - Cipro 5
KZ - Kazakistan 5
LU - Lussemburgo 5
PE - Perù 5
DK - Danimarca 4
LB - Libano 4
LT - Lituania 4
BD - Bangladesh 3
EG - Egitto 3
GH - Ghana 3
KE - Kenya 3
NG - Nigeria 3
PT - Portogallo 3
RS - Serbia 3
TZ - Tanzania 3
DZ - Algeria 2
IQ - Iraq 2
LK - Sri Lanka 2
LV - Lettonia 2
MA - Marocco 2
NP - Nepal 2
QA - Qatar 2
AL - Albania 1
AO - Angola 1
BT - Bhutan 1
CM - Camerun 1
EE - Estonia 1
MD - Moldavia 1
MM - Myanmar 1
MR - Mauritania 1
MT - Malta 1
SA - Arabia Saudita 1
SK - Slovacchia (Repubblica Slovacca) 1
Totale 15.650
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Città #
Southend 1.832
Wilmington 820
Fairfield 802
Chandler 681
Woodbridge 524
Houston 523
Ashburn 496
Jacksonville 397
Modena 376
Nyköping 346
Ann Arbor 319
Seattle 315
Dearborn 281
Cambridge 264
Falls Church 221
Hong Kong 220
Flint 162
Beijing 148
Rome 113
Princeton 106
Bologna 99
Sofia 90
Milan 87
Grafing 86
Helsinki 83
San Francisco 83
Izmir 81
Redwood City 77
Eugene 71
San Diego 69
Formigine 60
London 59
Menlo Park 55
Parma 54
Dong Ket 44
New York 42
Des Moines 39
Florence 31
Taipei 29
Cascina 27
Dublin 27
Fremont 24
Brussels 23
Poznan 21
Reggio Emilia 21
Abbiategrasso 19
Guangzhou 19
Ostrava 19
Traversetolo 19
Central 17
Nanjing 17
Norwalk 17
Madinat `Isa 15
Hefei 14
Khlong Luang 14
Norwich 14
Piacenza 14
Sant'Ilario d'Enza 14
Ottawa 13
Venice 13
Augsburg 12
Boardman 12
Bremen 12
Delhi 12
Martano 12
Naples 12
Phoenix 12
Qiryat Ata 12
Shanghai 12
Tehran 12
Castelfranco Emilia 11
Chicago 11
Konstanz 11
Mapo-gu 11
Novara 11
Verona 11
Bucharest 10
Hangzhou 10
Imola 10
Macao 10
Palermo 10
Singapore 10
Almè 9
Ankara 9
Durban 9
Lahore 9
Medesano 9
Ponte San Pietro 9
Scandiano 9
Gainesville 8
Jakarta 8
Lancaster 8
Munich 8
Paris 8
Segrate 8
Tokyo 8
Toronto 8
Trento 8
Turin 8
Waltham Forest 8
Totale 10.963
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Nome #
Fear or greed? What does a skewness index measure? 616
Assessing skewness in financial markets 372
Tools and practices for LGBT+ inclusion in tertiary education: the development of the LGBT+ University Inclusion Index and its application to Italian universities 324
News Sentiment indicators and the Cross‐Section of Stock Returns in the European Stock Market 279
On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study 274
Moment Risk Premia and the Cross-Section of Stock Returns 272
The information content of corridor volatility measures during calm and turmoil periods 272
The properties of a skewness index and its relation with volatility and returns 254
Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions 244
The Future of Fuzzy Sets in Finance: New Challenges in Machine Learning and Explainable AI 244
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 237
A note on normalization schemes: The case of generalized forecast error variance decompositions 234
The pricing of options on an interval binomial tree. An application to the DAX-index option market 232
Option based forecasts of volatility: An empirical study in the DAX index options market 226
Volatility co-movements: a time scale decomposition analysis 217
The Risk-Asymmetry Index 216
INDICES FOR FINANCIAL MARKET VOLATILITY OBTAINED THROUGH FUZZY REGRESSION 215
Asymmetric semi-volatility spillover effects in EMU stock markets 211
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 205
Option implied trees and implied moments 204
The solution of fuzzy linear systems by non-linear programming: a financial application 203
Towards a skewness index for the Italian stock market 198
Corridor Implied Volatility and the Variance Risk Premium in the Italian Market 196
Volatility co-movements: a time-scale decomposition analysis 195
Risk aversion connectedness in five European countries 192
Towards a fuzzy index of skewness 192
Fuzzy binary tree model for European options 190
American Option Pricing with Imprecise Risk-Neutral Probabilities 188
The optimal corridor for implied volatility: From periods of calm to turmoil 185
On the no arbitrage condition in option implied trees 181
A comparative assessment of different fuzzy regression methods for volatility forecasting 180
Implied trees in illiquid markets: A Choquet pricing approach 178
Towards a Fuzzy Volatility Index for the Italian Market 176
The relation between implied and realised volatility in the DAX index options market 174
Existence of a fundamental solution of partial differential equations associated to Asian options 174
The forecasting performance of corridor implied volatility in the Italian market 171
The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market 171
Towards a volatility index for the Italian stock market 167
Moment risk premia and the cross-section of stock returns in the European stock market 166
A multiperiod binomial model for pricing options in a vague world 163
Corridor implied volatility and the variance risk premium in the Italian market 162
Option-based forecasts of volatility: An empirical study in the DAX-index options market 161
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 160
The information content of option based forecasts of volatility: evidence from the Italian stock market 159
A comparison of machine learning methods for predicting stock returns in the US market 158
Solving parametric fuzzy linear systems by a non linear programming method 155
An OWA Analysis of the VSTOXX volatility index 153
The use of option prices in order to evaluate the skewness risk premium 151
Volatility risk premia and financial connectedness 148
Financial connectedness among European volatility risk premia 148
Fuzzy approaches to option price modelling 146
Investor sentiment and trading behavior 145
A note on fuzzy linear systems 144
The skew pattern of implied volatility in the DAX-index options market 144
Risk-asymmetry indices in Europe 141
Note on ranking fuzzy triangular numbers 140
Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market 140
Fuzzy linear systems of the form A(1)x plus b(1) = A(2)x plus b(2) 139
Nonlinear dynamics in asset pricing: the role of a sentiment index 137
Call and put implied volatilities and the derivation of option implied trees 132
Regional innovation in southern Europe: a poset-based analysis 132
A multiperiod binomial model for ricing options in an uncertain world 131
A Multiperiod Binomial Model for Pricing Options in an Uncertain World 131
Pricing options on a vague asset 130
American option pricing with imprecise risk neutral probabilities: from plain intervals to fuzzy sets 130
Construction and properties of volatility indices for Austria, Finland and Spain 130
Option pricing in the presence of uncertainty 128
Designing volatility indices for Austria, Finland and Spain 127
Option implied moments obtained through fuzzy regression 126
The use of option prices to assess the skewness risk premium 125
Put-Call Parity and options’ forecasting power 124
A TOPSIS analysis of regional competitiveness at European level 122
Fuzzy up and down probabilities in a financial problem 121
A model for pricing an option with a fuzzy payoff 120
The Risk-Asymmetry Index as a New Measure of Risk 119
Fuzzy binary tree model for European style vanilla options 116
Fundamentalists heterogeneity and the role of the sentiment indicator 113
The optimal corridor for implied volatility: from calm to turmoil periods 111
Investor sentiment and trading behavior 106
The skewness index: uncovering the relation with volatility and market returns 106
The Skew Pattern of Implied Volatility in the DAX Index Options Market 105
Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach 102
Solving fuzzy systems of linear equations by a nonlinear programming method 101
Forecasting returns in the US market through fuzzy rule-based classification systems 95
Towards a volatility index for the Italian stock market 94
The skew pattern of implied volatility in the DAX index options market 89
Assessing skewness in financial markets 85
Googling Investor Sentiment around Europe 83
Asymmetric semi-volatility spillover in a nonlinear model of interacting markets 78
Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach 76
The skewness index: uncovering the relationship with volatility and market returns 75
Hedging effectiveness of cryptocurrencies in the European stock market 73
The power of deterministic option-implied trees in pricing European options 63
The LGBT plus University Inclusion Index and its application to Italian universities 57
A poset-based analysis of regional innovation at European level 53
Understanding the SKEW Index: the relationship with sentiment and returns 52
Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market 39
Financial innovation, FinTech, and implications for financial markets 34
Towards new volatility measures for the EU stock market 31
Aggregating sentiment in Europe: the relationship with volatility and returns 21
Totale 15.805
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Categoria #
all - tutte 52.580
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 52.580
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019642 0 0 0 0 0 0 0 0 0 0 247 395
2019/20202.322 196 81 112 165 249 304 370 189 196 90 267 103
2020/20212.690 171 99 153 143 312 226 233 280 184 365 319 205
2021/20223.768 206 234 162 202 193 370 235 166 445 535 725 295
2022/20232.689 245 255 319 176 230 362 105 283 353 81 140 140
2023/20242.155 108 115 149 219 456 240 203 376 107 176 6 0
Totale 15.924