Sfoglia per Rivista JOURNAL OF EMPIRICAL FINANCE
The information in systemic risk rankings
2016 Nucera, FEDERICO CALOGERO; Schwaab, Bernd; Koopman Siem, Jan; Lucas, André
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model
2015 Grassi, Stefano; Santucci de Magistris, Paolo
Long memory and tail dependence in trading volume and volatility
2013 Rossi, Eduardo; Santucci de Magistris, Paolo
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
The information in systemic risk rankings | 2016 | Nucera, FEDERICO CALOGERO; Schwaab, Bernd; Koopman Siem, Jan; Lucas, André | |
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model | 2015 | Grassi, Stefano; Santucci de Magistris, Paolo | |
Long memory and tail dependence in trading volume and volatility | 2013 | Rossi, Eduardo; Santucci de Magistris, Paolo |
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