MUZZIOLI, Silvia
 Distribuzione geografica
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Continente #
NA - Nord America 11.862
EU - Europa 9.603
AS - Asia 7.646
SA - Sud America 994
AF - Africa 212
OC - Oceania 98
Continente sconosciuto - Info sul continente non disponibili 18
Totale 30.433
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Nazione #
US - Stati Uniti d'America 11.649
IT - Italia 3.398
GB - Regno Unito 2.681
SG - Singapore 2.476
CN - Cina 2.034
HK - Hong Kong 1.023
BR - Brasile 791
DE - Germania 718
SE - Svezia 715
VN - Vietnam 460
FR - Francia 363
RU - Federazione Russa 269
TR - Turchia 253
IN - India 239
KR - Corea 239
FI - Finlandia 207
UA - Ucraina 202
ID - Indonesia 177
NL - Olanda 144
CA - Canada 129
PL - Polonia 115
TW - Taiwan 112
IE - Irlanda 109
PK - Pakistan 94
BE - Belgio 93
BG - Bulgaria 93
JP - Giappone 91
ES - Italia 82
MY - Malesia 78
AU - Australia 68
ZA - Sudafrica 68
MX - Messico 61
AT - Austria 59
AR - Argentina 58
LT - Lituania 57
BD - Bangladesh 55
IR - Iran 54
CH - Svizzera 53
TN - Tunisia 52
CZ - Repubblica Ceca 44
GR - Grecia 44
CL - Cile 42
IL - Israele 41
RO - Romania 36
CO - Colombia 35
AE - Emirati Arabi Uniti 34
NZ - Nuova Zelanda 30
TH - Thailandia 30
IQ - Iraq 28
EC - Ecuador 26
DK - Danimarca 22
BH - Bahrain 19
NO - Norvegia 19
EU - Europa 16
EG - Egitto 15
HU - Ungheria 15
MA - Marocco 15
DZ - Algeria 13
VE - Venezuela 13
GH - Ghana 12
KE - Kenya 12
MO - Macao, regione amministrativa speciale della Cina 12
KZ - Kazakistan 11
PE - Perù 11
PH - Filippine 11
UZ - Uzbekistan 11
PT - Portogallo 10
IS - Islanda 9
SA - Arabia Saudita 9
UY - Uruguay 8
LB - Libano 7
LK - Sri Lanka 7
NG - Nigeria 7
PY - Paraguay 7
AL - Albania 6
CY - Cipro 6
LU - Lussemburgo 6
MD - Moldavia 6
KW - Kuwait 5
NP - Nepal 5
RS - Serbia 5
AZ - Azerbaigian 4
CR - Costa Rica 4
DO - Repubblica Dominicana 4
EE - Estonia 4
JO - Giordania 4
OM - Oman 4
PA - Panama 4
SK - Slovacchia (Repubblica Slovacca) 4
BO - Bolivia 3
LV - Lettonia 3
MT - Malta 3
QA - Qatar 3
SI - Slovenia 3
SY - Repubblica araba siriana 3
TZ - Tanzania 3
AO - Angola 2
BA - Bosnia-Erzegovina 2
BY - Bielorussia 2
CI - Costa d'Avorio 2
Totale 30.400
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Città #
Southend 1.832
Santa Clara 1.415
Singapore 1.197
Hong Kong 916
Ashburn 901
Wilmington 825
Hefei 822
Fairfield 802
Chandler 681
Houston 542
Woodbridge 524
Modena 491
Jacksonville 399
Bologna 372
Nyköping 346
Seattle 328
London 323
Ann Arbor 319
Beijing 307
Dearborn 281
Cambridge 266
Falls Church 221
Los Angeles 195
Rome 195
Milan 176
Reggio Emilia 171
Ho Chi Minh City 165
Flint 162
Seoul 158
Jakarta 130
New York 127
Parma 126
Council Bluffs 123
Chicago 117
Helsinki 116
Munich 110
Princeton 106
Moscow 96
Hanoi 93
San Francisco 93
Sofia 93
Grafing 86
The Dalles 86
Izmir 81
Boardman 79
Redwood City 77
Buffalo 73
São Paulo 72
Eugene 71
San Diego 69
Shanghai 64
Formigine 62
Dallas 61
Florence 57
Frankfurt am Main 55
Menlo Park 55
Taipei 53
Dublin 51
Paris 47
San Jose 45
Dong Ket 44
Tokyo 44
Warsaw 44
Des Moines 43
Brussels 41
Salt Lake City 41
Stockholm 41
Phoenix 37
Guangzhou 36
Johannesburg 36
Rio de Janeiro 36
Chennai 35
Nuremberg 35
Toronto 35
Denver 34
Manchester 34
Redondo Beach 34
Brooklyn 33
Kent 33
Orem 33
Poznan 32
Lahore 30
Delhi 28
Bristol 27
Cascina 27
Montreal 27
Fremont 26
Tunis 26
Turin 26
Turku 26
Vienna 26
Atlanta 25
Bengaluru 25
Macerata 25
Naples 25
Mexico City 24
Verona 23
Bari 22
Palermo 22
Ankara 21
Totale 19.168
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Nome #
Fear or greed? What does a skewness index measure? 867
Climate risk definition and measures: asset pricing models and stock returns 543
News Sentiment indicators and the Cross‐Section of Stock Returns in the European Stock Market 512
Assessing skewness in financial markets 497
Tools and practices for LGBT+ inclusion in tertiary education: the development of the LGBT+ University Inclusion Index and its application to Italian universities 487
On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study 442
Moment Risk Premia and the Cross-Section of Stock Returns 437
Machine learning technique to compute climate risk in finance 424
The information content of corridor volatility measures during calm and turmoil periods 381
A note on normalization schemes: The case of generalized forecast error variance decompositions 369
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 361
The properties of a skewness index and its relation with volatility and returns 361
Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions 351
The pricing of options on an interval binomial tree. An application to the DAX-index option market 346
The Risk-Asymmetry Index 339
The Future of Fuzzy Sets in Finance: New Challenges in Machine Learning and Explainable AI 339
A TOPSIS analysis of regional competitiveness at European level 328
Option based forecasts of volatility: An empirical study in the DAX index options market 327
Towards a skewness index for the Italian stock market 326
Volatility co-movements: a time scale decomposition analysis 325
A comparison of machine learning methods for predicting stock returns in the US market 324
Option implied trees and implied moments 321
A note on the Pastor et al. (2021) model 317
American Option Pricing with Imprecise Risk-Neutral Probabilities 315
An OWA Analysis of the VSTOXX volatility index 311
INDICES FOR FINANCIAL MARKET VOLATILITY OBTAINED THROUGH FUZZY REGRESSION 303
Corridor Implied Volatility and the Variance Risk Premium in the Italian Market 299
The solution of fuzzy linear systems by non-linear programming: a financial application 298
Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market 288
Asymmetric semi-volatility spillover effects in EMU stock markets 284
Investor sentiment and trading behavior 280
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 279
Fuzzy binary tree model for European options 278
A comparative assessment of different fuzzy regression methods for volatility forecasting 277
Volatility co-movements: a time-scale decomposition analysis 274
Risk aversion connectedness in five European countries 274
Assessing skewness in financial markets 271
Regional innovation in southern Europe: a poset-based analysis 271
Existence of a fundamental solution of partial differential equations associated to Asian options 267
Implied trees in illiquid markets: A Choquet pricing approach 263
A multiperiod binomial model for pricing options in a vague world 263
A note on fuzzy linear systems 262
The green premium in the European stock market 261
Financial connectedness among European volatility risk premia 259
Towards a fuzzy index of skewness 258
Option-based forecasts of volatility: An empirical study in the DAX-index options market 255
Moment risk premia and the cross-section of stock returns in the European stock market 254
Nonlinear dynamics in asset pricing: the role of a sentiment index 252
Towards a volatility index for the Italian stock market 251
The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market 250
The optimal corridor for implied volatility: From periods of calm to turmoil 249
Towards a Fuzzy Volatility Index for the Italian Market 248
Risk-asymmetry indices in Europe 248
The relation between implied and realised volatility in the DAX index options market 247
American option pricing with imprecise risk neutral probabilities: from plain intervals to fuzzy sets 247
The forecasting performance of corridor implied volatility in the Italian market 246
The information content of option based forecasts of volatility: evidence from the Italian stock market 246
On the no arbitrage condition in option implied trees 246
Volatility risk premia and financial connectedness 244
The use of option prices in order to evaluate the skewness risk premium 244
Fundamentalists heterogeneity and the role of the sentiment indicator 242
Solving parametric fuzzy linear systems by a non linear programming method 239
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 236
Call and put implied volatilities and the derivation of option implied trees 234
Model-free moments: predictability of STOXX Europe 600 Oil & Gas future returns 233
The skew pattern of implied volatility in the DAX-index options market 233
A Multiperiod Binomial Model for Pricing Options in an Uncertain World 233
A model for pricing an option with a fuzzy payoff 231
The LGBT plus University Inclusion Index and its application to Italian universities 230
Note on ranking fuzzy triangular numbers 227
A multiperiod binomial model for ricing options in an uncertain world 227
Corridor implied volatility and the variance risk premium in the Italian market 227
Put-Call Parity and options’ forecasting power 227
Climate change and asset pricing: a focused review of literature 225
Construction and properties of volatility indices for Austria, Finland and Spain 223
Fuzzy approaches to option price modelling 222
Aggregating sentiment in Europe: the relationship with volatility and returns 221
Forecasting returns in the US market through fuzzy rule-based classification systems 219
Climate risk measures and main data providers 218
Hedging effectiveness of cryptocurrencies in the European stock market 217
Fuzzy linear systems of the form A(1)x plus b(1) = A(2)x plus b(2) 217
Googling Investor Sentiment around Europe 210
Option pricing in the presence of uncertainty 210
The use of option prices to assess the skewness risk premium 210
Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach 210
Option implied moments obtained through fuzzy regression 205
A poset-based analysis of regional innovation at European level 204
Pricing options on a vague asset 201
Designing volatility indices for Austria, Finland and Spain 200
The Skew Pattern of Implied Volatility in the DAX Index Options Market 193
Fuzzy binary tree model for European style vanilla options 186
Investor sentiment and trading behavior 185
The skewness index: uncovering the relation with volatility and market returns 184
The Risk-Asymmetry Index as a New Measure of Risk 181
Fuzzy up and down probabilities in a financial problem 180
Financial innovation, FinTech, and implications for financial markets 177
The optimal corridor for implied volatility: from calm to turmoil periods 176
Solving fuzzy systems of linear equations by a nonlinear programming method 170
ESG criteria for the evaluation of European countries: a multicriteria analysis (MCDA) 164
The skew pattern of implied volatility in the DAX index options market 163
Totale 27.576
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Categoria #
all - tutte 102.672
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 102.672
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/20211.586 0 0 0 0 0 0 233 280 184 365 319 205
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
2023/20242.738 108 115 149 219 456 240 203 376 107 176 204 385
2024/20258.266 408 133 236 558 1.228 1.093 638 518 801 680 956 1.017
2025/20265.966 881 564 989 1.370 1.253 880 29 0 0 0 0 0
Totale 30.739