MUZZIOLI, Silvia
 Distribuzione geografica
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Continente #
NA - Nord America 13.470
EU - Europa 10.410
AS - Asia 9.802
SA - Sud America 1.295
AF - Africa 322
OC - Oceania 125
Continente sconosciuto - Info sul continente non disponibili 19
Totale 35.443
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Nazione #
US - Stati Uniti d'America 13.157
IT - Italia 3.667
SG - Singapore 2.979
GB - Regno Unito 2.741
CN - Cina 2.371
HK - Hong Kong 1.107
VN - Vietnam 1.033
BR - Brasile 966
DE - Germania 824
SE - Svezia 709
FR - Francia 507
IN - India 365
KR - Corea 346
TR - Turchia 310
RU - Federazione Russa 280
FI - Finlandia 253
UA - Ucraina 216
ID - Indonesia 201
NL - Olanda 185
CA - Canada 166
PL - Polonia 135
BD - Bangladesh 129
PK - Pakistan 124
TW - Taiwan 123
IE - Irlanda 114
JP - Giappone 109
BE - Belgio 105
BG - Bulgaria 96
ES - Italia 95
MX - Messico 93
MY - Malesia 91
AU - Australia 89
ZA - Sudafrica 88
AR - Argentina 87
TN - Tunisia 65
CO - Colombia 63
CH - Svizzera 62
AT - Austria 61
LT - Lituania 61
AE - Emirati Arabi Uniti 60
CL - Cile 60
IR - Iran 54
IL - Israele 52
IQ - Iraq 52
EC - Ecuador 50
GR - Grecia 49
CZ - Repubblica Ceca 48
TH - Thailandia 47
PH - Filippine 39
RO - Romania 39
MA - Marocco 36
NZ - Nuova Zelanda 36
DK - Danimarca 26
KE - Kenya 25
SA - Arabia Saudita 25
VE - Venezuela 25
EG - Egitto 23
NO - Norvegia 23
NP - Nepal 23
BH - Bahrain 20
DZ - Algeria 20
PE - Perù 18
UZ - Uzbekistan 18
PT - Portogallo 17
EU - Europa 16
KZ - Kazakistan 16
CY - Cipro 15
GH - Ghana 15
HU - Ungheria 15
LB - Libano 13
CR - Costa Rica 12
MO - Macao, regione amministrativa speciale della Cina 12
PY - Paraguay 11
UY - Uruguay 11
AL - Albania 10
DO - Repubblica Dominicana 10
IS - Islanda 10
JO - Giordania 10
KW - Kuwait 10
MD - Moldavia 9
RS - Serbia 9
NG - Nigeria 8
AZ - Azerbaigian 7
ET - Etiopia 7
LK - Sri Lanka 7
SK - Slovacchia (Repubblica Slovacca) 7
BY - Bielorussia 6
EE - Estonia 6
LU - Lussemburgo 6
PA - Panama 6
QA - Qatar 6
SN - Senegal 6
AO - Angola 5
CI - Costa d'Avorio 5
OM - Oman 5
PS - Palestinian Territory 5
SI - Slovenia 5
SY - Repubblica araba siriana 5
BO - Bolivia 4
JM - Giamaica 4
Totale 35.372
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Città #
Southend 1.829
Singapore 1.576
Santa Clara 1.456
Ashburn 1.161
Hong Kong 993
Hefei 821
Wilmington 821
Fairfield 802
Chandler 674
San Jose 562
Houston 545
Woodbridge 524
Modena 502
Bologna 403
Jacksonville 401
Beijing 366
Nyköping 340
Seattle 336
Ho Chi Minh City 334
London 320
Ann Arbor 319
Dearborn 281
Cambridge 270
Seoul 265
Hanoi 245
Los Angeles 237
Rome 221
Falls Church 219
Council Bluffs 213
Milan 203
New York 186
Reggio Emilia 171
Flint 162
Helsinki 161
The Dalles 159
Chicago 142
Jakarta 130
Parma 126
Munich 112
Princeton 104
Moscow 96
San Francisco 96
Lauterbourg 93
Sofia 93
Frankfurt am Main 89
Grafing 86
Boardman 82
São Paulo 82
Izmir 81
Orem 81
Buffalo 78
Redwood City 77
Dallas 76
San Diego 73
Eugene 71
Shanghai 68
Chennai 65
Florence 60
Formigine 59
Dublin 57
Warsaw 57
Taipei 56
Tokyo 56
Paris 55
Menlo Park 53
Da Nang 50
Johannesburg 48
Brussels 47
Des Moines 46
Toronto 46
Dong Ket 44
Manchester 44
Falkenstein 42
Guangzhou 42
Lahore 41
Salt Lake City 41
Stockholm 41
Haiphong 40
Rio de Janeiro 40
Nuremberg 39
Phoenix 39
Montreal 38
Brooklyn 37
Denver 37
Mumbai 35
Amsterdam 34
Redondo Beach 34
Kent 33
Mexico City 32
Poznan 32
Delhi 31
Santiago 31
Turin 31
Atlanta 30
Istanbul 29
Bogotá 28
Guayaquil 28
Naples 28
Bristol 27
Cascina 27
Totale 21.824
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Nome #
Fear or greed? What does a skewness index measure? 963
Climate risk definition and measures: asset pricing models and stock returns 647
News Sentiment indicators and the Cross‐Section of Stock Returns in the European Stock Market 575
Assessing skewness in financial markets 559
Tools and practices for LGBT+ inclusion in tertiary education: the development of the LGBT+ University Inclusion Index and its application to Italian universities 557
On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study 546
Moment Risk Premia and the Cross-Section of Stock Returns 506
Machine learning technique to compute climate risk in finance 504
A note on normalization schemes: The case of generalized forecast error variance decompositions 437
Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions 427
A note on the Pastor et al. (2021) model 420
The information content of corridor volatility measures during calm and turmoil periods 417
The properties of a skewness index and its relation with volatility and returns 416
The Risk-Asymmetry Index 412
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 404
Option implied trees and implied moments 394
The Future of Fuzzy Sets in Finance: New Challenges in Machine Learning and Explainable AI 382
The pricing of options on an interval binomial tree. An application to the DAX-index option market 380
Towards a skewness index for the Italian stock market 379
The green premium in the European stock market 371
A comparison of machine learning methods for predicting stock returns in the US market 369
An OWA Analysis of the VSTOXX volatility index 368
Option based forecasts of volatility: An empirical study in the DAX index options market 367
A TOPSIS analysis of regional competitiveness at European level 366
American Option Pricing with Imprecise Risk-Neutral Probabilities 361
Volatility co-movements: a time scale decomposition analysis 359
Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market 342
Corridor Implied Volatility and the Variance Risk Premium in the Italian Market 339
INDICES FOR FINANCIAL MARKET VOLATILITY OBTAINED THROUGH FUZZY REGRESSION 333
Investor sentiment and trading behavior 327
A comparative assessment of different fuzzy regression methods for volatility forecasting 320
The solution of fuzzy linear systems by non-linear programming: a financial application 317
Financial connectedness among European volatility risk premia 311
Asymmetric semi-volatility spillover effects in EMU stock markets 310
Regional innovation in southern Europe: a poset-based analysis 310
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 308
Implied trees in illiquid markets: A Choquet pricing approach 307
Volatility co-movements: a time-scale decomposition analysis 302
Fundamentalists heterogeneity and the role of the sentiment indicator 302
A multiperiod binomial model for pricing options in a vague world 298
Risk-asymmetry indices in Europe 297
Towards a volatility index for the Italian stock market 295
Volatility risk premia and financial connectedness 294
Fuzzy binary tree model for European options 293
Assessing skewness in financial markets 292
Risk aversion connectedness in five European countries 292
The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market 291
Existence of a fundamental solution of partial differential equations associated to Asian options 287
The information content of option based forecasts of volatility: evidence from the Italian stock market 286
American option pricing with imprecise risk neutral probabilities: from plain intervals to fuzzy sets 284
Nonlinear dynamics in asset pricing: the role of a sentiment index 284
A note on fuzzy linear systems 282
A Multiperiod Binomial Model for Pricing Options in an Uncertain World 282
Option-based forecasts of volatility: An empirical study in the DAX-index options market 280
Model-free moments: predictability of STOXX Europe 600 Oil & Gas future returns 279
The use of option prices in order to evaluate the skewness risk premium 279
Towards a fuzzy index of skewness 277
The LGBT plus University Inclusion Index and its application to Italian universities 276
Moment risk premia and the cross-section of stock returns in the European stock market 276
Aggregating sentiment in Europe: the relationship with volatility and returns 275
Towards a Fuzzy Volatility Index for the Italian Market 271
A model for pricing an option with a fuzzy payoff 269
The forecasting performance of corridor implied volatility in the Italian market 269
Construction and properties of volatility indices for Austria, Finland and Spain 268
Climate change and asset pricing: a focused review of literature 267
The optimal corridor for implied volatility: From periods of calm to turmoil 266
The skew pattern of implied volatility in the DAX-index options market 264
Call and put implied volatilities and the derivation of option implied trees 263
Climate risk measures and main data providers 262
The relation between implied and realised volatility in the DAX index options market 262
A multiperiod binomial model for ricing options in an uncertain world 262
On the no arbitrage condition in option implied trees 262
Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach 261
Fuzzy linear systems of the form A(1)x plus b(1) = A(2)x plus b(2) 260
Multicriteria Decision Analysis (MCDA) for Sustainability Assessment in EU Countries 258
Fuzzy approaches to option price modelling 256
Solving parametric fuzzy linear systems by a non linear programming method 255
Put-Call Parity and options’ forecasting power 252
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 251
Note on ranking fuzzy triangular numbers 249
Hedging effectiveness of cryptocurrencies in the European stock market 248
A poset-based analysis of regional innovation at European level 248
Googling Investor Sentiment around Europe 247
Corridor implied volatility and the variance risk premium in the Italian market 247
ESG criteria for the evaluation of European countries: a multicriteria analysis (MCDA) 243
The use of option prices to assess the skewness risk premium 242
Accounting for controversies in ESG scores: a Fuzzy TOPSIS approach 235
Option implied moments obtained through fuzzy regression 231
Option pricing in the presence of uncertainty 230
Pricing options on a vague asset 226
The optimal corridor for implied volatility: from calm to turmoil periods 225
Designing volatility indices for Austria, Finland and Spain 225
The Skew Pattern of Implied Volatility in the DAX Index Options Market 215
Investor sentiment and trading behavior 211
Financial innovation, FinTech, and implications for financial markets 210
The skew pattern of implied volatility in the DAX index options market 207
The skewness index: uncovering the relation with volatility and market returns 205
The Risk-Asymmetry Index as a New Measure of Risk 202
Fuzzy up and down probabilities in a financial problem 201
Fuzzy binary tree model for European style vanilla options 200
Totale 31.738
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Categoria #
all - tutte 112.238
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 112.238
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021524 0 0 0 0 0 0 0 0 0 0 319 205
2021/20223.730 206 234 162 202 193 370 235 164 440 524 709 291
2022/20232.651 242 251 315 173 227 356 99 278 353 81 139 137
2023/20242.715 108 115 148 217 451 237 203 373 104 174 202 383
2024/20258.193 406 132 236 551 1.220 1.082 630 515 794 673 947 1.007
2025/202611.149 874 562 980 1.355 1.244 875 1.498 779 1.329 1.186 467 0
Totale 35.750