MUZZIOLI, Silvia
 Distribuzione geografica
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Continente #
NA - Nord America 14.333
EU - Europa 10.710
AS - Asia 9.995
SA - Sud America 1.305
AF - Africa 326
OC - Oceania 126
Continente sconosciuto - Info sul continente non disponibili 19
Totale 36.814
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Nazione #
US - Stati Uniti d'America 13.964
IT - Italia 3.909
SG - Singapore 3.007
GB - Regno Unito 2.749
CN - Cina 2.401
HK - Hong Kong 1.117
VN - Vietnam 1.039
BR - Brasile 973
DE - Germania 829
SE - Svezia 710
FR - Francia 512
IN - India 370
KR - Corea 348
TR - Turchia 313
RU - Federazione Russa 280
FI - Finlandia 261
BD - Bangladesh 220
UA - Ucraina 217
ID - Indonesia 205
CA - Canada 202
NL - Olanda 191
PL - Polonia 135
PK - Pakistan 126
TW - Taiwan 123
IE - Irlanda 114
JP - Giappone 110
BE - Belgio 107
ES - Italia 102
MX - Messico 100
BG - Bulgaria 97
MY - Malesia 94
AU - Australia 90
ZA - Sudafrica 89
AR - Argentina 87
CO - Colombia 65
TN - Tunisia 65
AE - Emirati Arabi Uniti 63
CH - Svizzera 63
AT - Austria 61
LT - Lituania 61
CL - Cile 60
IL - Israele 54
IR - Iran 54
IQ - Iraq 52
CZ - Repubblica Ceca 51
EC - Ecuador 51
GR - Grecia 51
TH - Thailandia 47
PH - Filippine 40
RO - Romania 39
MA - Marocco 37
NZ - Nuova Zelanda 36
DK - Danimarca 27
KE - Kenya 25
SA - Arabia Saudita 25
VE - Venezuela 25
EG - Egitto 24
NO - Norvegia 24
NP - Nepal 23
BH - Bahrain 20
DZ - Algeria 20
PT - Portogallo 20
PE - Perù 18
UZ - Uzbekistan 18
KZ - Kazakistan 17
EU - Europa 16
GH - Ghana 16
CR - Costa Rica 15
CY - Cipro 15
HU - Ungheria 15
LB - Libano 13
MO - Macao, regione amministrativa speciale della Cina 12
AL - Albania 11
PY - Paraguay 11
UY - Uruguay 11
DO - Repubblica Dominicana 10
IS - Islanda 10
JO - Giordania 10
KW - Kuwait 10
MD - Moldavia 9
RS - Serbia 9
JM - Giamaica 8
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
HN - Honduras 5
MT - Malta 5
OM - Oman 5
PS - Palestinian Territory 5
SI - Slovenia 5
Totale 36.735
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Città #
Southend 1.829
Singapore 1.590
Santa Clara 1.543
Ashburn 1.249
Hong Kong 1.002
Hefei 821
Wilmington 821
Fairfield 802
Chandler 674
San Jose 671
Houston 551
Modena 537
Woodbridge 524
Bologna 415
Jacksonville 402
Beijing 369
Nyköping 340
Ho Chi Minh City 339
Seattle 336
Council Bluffs 323
London 323
Ann Arbor 319
Dearborn 281
Los Angeles 275
Cambridge 270
Seoul 265
Hanoi 246
Rome 246
Milan 225
Falls Church 219
New York 206
Reggio Emilia 177
Flint 164
Helsinki 161
The Dalles 159
Chicago 146
Jakarta 130
Parma 126
Munich 112
Princeton 104
San Francisco 104
Boardman 101
Moscow 96
Sofia 94
Lauterbourg 93
Frankfurt am Main 89
Buffalo 88
Dallas 87
Grafing 86
Orem 83
São Paulo 83
Izmir 81
Redwood City 77
San Diego 75
Eugene 71
Shanghai 68
Chennai 65
Florence 60
Formigine 59
Dublin 57
Tokyo 57
Warsaw 57
Taipei 56
Paris 55
Toronto 54
Menlo Park 53
Da Nang 50
Johannesburg 49
Brussels 47
Des Moines 47
Phoenix 46
Montreal 45
Dong Ket 44
Manchester 44
Falkenstein 42
Guangzhou 42
Salt Lake City 42
Lahore 41
Stockholm 41
Denver 40
Haiphong 40
Rio de Janeiro 40
Nuremberg 39
Atlanta 38
Brooklyn 38
Mexico City 36
Amsterdam 35
Mumbai 35
Redondo Beach 34
Kent 33
Naples 33
Poznan 32
Delhi 31
Forlì 31
Palermo 31
Santiago 31
Turin 31
Vittoria 30
Bristol 29
Istanbul 29
Totale 22.537
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Nome #
Fear or greed? What does a skewness index measure? 999
Climate risk definition and measures: asset pricing models and stock returns 658
News Sentiment indicators and the Cross‐Section of Stock Returns in the European Stock Market 597
Tools and practices for LGBT+ inclusion in tertiary education: the development of the LGBT+ University Inclusion Index and its application to Italian universities 576
Assessing skewness in financial markets 571
On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study 555
Machine learning technique to compute climate risk in finance 519
Moment Risk Premia and the Cross-Section of Stock Returns 509
A note on normalization schemes: The case of generalized forecast error variance decompositions 454
A note on the Pastor et al. (2021) model 445
Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions 434
The information content of corridor volatility measures during calm and turmoil periods 427
The properties of a skewness index and its relation with volatility and returns 426
The Risk-Asymmetry Index 423
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 406
Option implied trees and implied moments 401
The Future of Fuzzy Sets in Finance: New Challenges in Machine Learning and Explainable AI 397
The green premium in the European stock market 396
Towards a skewness index for the Italian stock market 394
An OWA Analysis of the VSTOXX volatility index 392
The pricing of options on an interval binomial tree. An application to the DAX-index option market 388
Option based forecasts of volatility: An empirical study in the DAX index options market 379
A comparison of machine learning methods for predicting stock returns in the US market 375
A TOPSIS analysis of regional competitiveness at European level 369
American Option Pricing with Imprecise Risk-Neutral Probabilities 365
Volatility co-movements: a time scale decomposition analysis 363
Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market 354
Corridor Implied Volatility and the Variance Risk Premium in the Italian Market 348
The LGBT plus University Inclusion Index and its application to Italian universities 345
INDICES FOR FINANCIAL MARKET VOLATILITY OBTAINED THROUGH FUZZY REGRESSION 343
A comparative assessment of different fuzzy regression methods for volatility forecasting 332
Investor sentiment and trading behavior 331
The solution of fuzzy linear systems by non-linear programming: a financial application 326
Implied trees in illiquid markets: A Choquet pricing approach 322
Regional innovation in southern Europe: a poset-based analysis 322
Financial connectedness among European volatility risk premia 318
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 313
Volatility co-movements: a time-scale decomposition analysis 312
Asymmetric semi-volatility spillover effects in EMU stock markets 312
Risk-asymmetry indices in Europe 312
Fundamentalists heterogeneity and the role of the sentiment indicator 311
A multiperiod binomial model for pricing options in a vague world 307
Towards a volatility index for the Italian stock market 306
Assessing skewness in financial markets 301
Volatility risk premia and financial connectedness 301
The information content of option based forecasts of volatility: evidence from the Italian stock market 300
The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market 300
Risk aversion connectedness in five European countries 297
Fuzzy binary tree model for European options 294
American option pricing with imprecise risk neutral probabilities: from plain intervals to fuzzy sets 294
Moment risk premia and the cross-section of stock returns in the European stock market 293
Existence of a fundamental solution of partial differential equations associated to Asian options 292
Towards a fuzzy index of skewness 290
Model-free moments: predictability of STOXX Europe 600 Oil & Gas future returns 289
The skew pattern of implied volatility in the DAX-index options market 289
Nonlinear dynamics in asset pricing: the role of a sentiment index 289
Aggregating sentiment in Europe: the relationship with volatility and returns 286
A Multiperiod Binomial Model for Pricing Options in an Uncertain World 285
Option-based forecasts of volatility: An empirical study in the DAX-index options market 284
A note on fuzzy linear systems 283
Towards a Fuzzy Volatility Index for the Italian Market 283
The use of option prices in order to evaluate the skewness risk premium 283
Construction and properties of volatility indices for Austria, Finland and Spain 279
A model for pricing an option with a fuzzy payoff 278
Multicriteria Decision Analysis (MCDA) for Sustainability Assessment in EU Countries 277
The forecasting performance of corridor implied volatility in the Italian market 276
The optimal corridor for implied volatility: From periods of calm to turmoil 275
Climate risk measures and main data providers 274
Climate change and asset pricing: a focused review of literature 273
Accounting for controversies in ESG scores: a Fuzzy TOPSIS approach 271
Fuzzy linear systems of the form A(1)x plus b(1) = A(2)x plus b(2) 270
The relation between implied and realised volatility in the DAX index options market 268
A multiperiod binomial model for ricing options in an uncertain world 268
Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach 267
On the no arbitrage condition in option implied trees 266
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 266
Hedging effectiveness of cryptocurrencies in the European stock market 265
Call and put implied volatilities and the derivation of option implied trees 265
ESG criteria for the evaluation of European countries: a multicriteria analysis (MCDA) 263
Solving parametric fuzzy linear systems by a non linear programming method 263
Put-Call Parity and options’ forecasting power 263
Fuzzy approaches to option price modelling 262
The use of option prices to assess the skewness risk premium 255
A poset-based analysis of regional innovation at European level 254
Googling Investor Sentiment around Europe 253
Note on ranking fuzzy triangular numbers 252
Corridor implied volatility and the variance risk premium in the Italian market 250
Option implied moments obtained through fuzzy regression 245
Option pricing in the presence of uncertainty 237
The optimal corridor for implied volatility: from calm to turmoil periods 231
Designing volatility indices for Austria, Finland and Spain 230
Pricing options on a vague asset 228
The Skew Pattern of Implied Volatility in the DAX Index Options Market 221
Financial innovation, FinTech, and implications for financial markets 217
The Risk-Asymmetry Index as a New Measure of Risk 214
Investor sentiment and trading behavior 214
The skew pattern of implied volatility in the DAX index options market 212
Fuzzy binary tree model for European style vanilla options 206
The skewness index: uncovering the relation with volatility and market returns 206
Unveiling Sentiment Dynamics and Forecasting Future Economic Sentiment in the Eurozone using Option-Implied Asymmetry Measures 204
Totale 32.783
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Categoria #
all - tutte 118.826
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 118.826
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
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
2025/202612.104 874 562 980 1.355 1.244 875 1.498 779 1.329 1.186 785 637
2026/2027418 418 0 0 0 0 0 0 0 0 0 0 0
Totale 37.123