Sfoglia per Autore
Discrete-time affine term structure models: an ARCH formulation
2007-01-01 Carta, Alessandro; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Matematica per l’Economia e la Finanza
2008-01-01 DE GIULI, MARIA ELENA; Giorgi, Giorgio; Maggi, MARIO ALESSANDRO; Magnani, Umberto
A New Approach for Firm Value and DefaultProbability Estimation Beyond Merton Models
2008-01-01 DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Copula-VAR and Copula-VAR-GARCH Modelling: Dangers for Value at Risk and Impulse Response Functions
2008-01-01 Bianchi, Carluccio; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Deposit guarantee evaluation and incentiveanalysis in a mutual guarantee system
2009-01-01 DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Paris Francesco, Maria
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study
2009-01-01 Bianchi, Carluccio; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Discretete-time affine term structure models: an ARCH formulation
2009-01-01 Carta, Alessandro; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
2010-01-01 Bianchi, Carluccio; Carta, Alessandro; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Copula-VAR and Copula-VAR-GARCH Modeling: Dangers for Value at Risk and Impulse Response Functions
2010-01-01 Bianchi, Carluccio; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Evaluation of gas storage in exemption of third part access
2010-01-01 Maggi, MARIO ALESSANDRO; Cavaliere, Alberto; Spazzini, Filippo
Bayesian outlier detection in Capital Asset Pricing Model
2010-01-01 DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Tarantola, Claudia
Efficient mechanisms for access to storage with imperfect competition in gas markets
2011-01-01 Cavaliere, Alberto; Valentina, Giust; Maggi, MARIO ALESSANDRO
Pricing Full Deposit Insurance in Germany amidst the Financial Crisis 2008-2010
2011-01-01 Markus R., Kösters; Stefan T. M., Straetmans; Maggi, MARIO ALESSANDRO
Efficient Mechanism for Access to Storage with Imperfect Competition in Gas Market
2011-01-01 Cavaliere, Alberto; Valentina, Giust; Maggi, MARIO ALESSANDRO
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study
2011-01-01 Bianchi, Carluccio; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, Mario
Short Selling in Emerging Markets: A Comparison of Market Performance during the Global Financial Crisis
2012-01-01 Maggi, MARIO ALESSANDRO; Dean, Fantazzini
Default Probabilities and Credit Rating
2013-01-01 Maggi, MARIO ALESSANDRO; Fantazzini, Dean
Efficient Mechanisms for Access to Storage when Competition in Gas Markets is Imperfect
2013-01-01 Cavaliere, Alberto; Giust, V.; Maggi, MARIO ALESSANDRO
Computing Reliable Default Probabilities in Turbulent Times
2013-01-01 Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Risk measurements in decision making with emotional arousal
2014-01-01 Lucarelli, Caterina; Maggi, MARIO ALESSANDRO; Uberti, Pierpaolo
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Discrete-time affine term structure models: an ARCH formulation | 1-gen-2007 | Carta, Alessandro; Fantazzini, Dean; Maggi, MARIO ALESSANDRO | |
Matematica per l’Economia e la Finanza | 1-gen-2008 | DE GIULI, MARIA ELENA; Giorgi, Giorgio; Maggi, MARIO ALESSANDRO; Magnani, Umberto | |
A New Approach for Firm Value and DefaultProbability Estimation Beyond Merton Models | 1-gen-2008 | DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO | |
Copula-VAR and Copula-VAR-GARCH Modelling: Dangers for Value at Risk and Impulse Response Functions | 1-gen-2008 | Bianchi, Carluccio; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO | |
Deposit guarantee evaluation and incentiveanalysis in a mutual guarantee system | 1-gen-2009 | DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Paris Francesco, Maria | |
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study | 1-gen-2009 | Bianchi, Carluccio; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO | |
Discretete-time affine term structure models: an ARCH formulation | 1-gen-2009 | Carta, Alessandro; Fantazzini, Dean; Maggi, MARIO ALESSANDRO | |
A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting | 1-gen-2010 | Bianchi, Carluccio; Carta, Alessandro; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO | |
Copula-VAR and Copula-VAR-GARCH Modeling: Dangers for Value at Risk and Impulse Response Functions | 1-gen-2010 | Bianchi, Carluccio; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO | |
Evaluation of gas storage in exemption of third part access | 1-gen-2010 | Maggi, MARIO ALESSANDRO; Cavaliere, Alberto; Spazzini, Filippo | |
Bayesian outlier detection in Capital Asset Pricing Model | 1-gen-2010 | DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Tarantola, Claudia | |
Efficient mechanisms for access to storage with imperfect competition in gas markets | 1-gen-2011 | Cavaliere, Alberto; Valentina, Giust; Maggi, MARIO ALESSANDRO | |
Pricing Full Deposit Insurance in Germany amidst the Financial Crisis 2008-2010 | 1-gen-2011 | Markus R., Kösters; Stefan T. M., Straetmans; Maggi, MARIO ALESSANDRO | |
Efficient Mechanism for Access to Storage with Imperfect Competition in Gas Market | 1-gen-2011 | Cavaliere, Alberto; Valentina, Giust; Maggi, MARIO ALESSANDRO | |
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study | 1-gen-2011 | Bianchi, Carluccio; DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, Mario | |
Short Selling in Emerging Markets: A Comparison of Market Performance during the Global Financial Crisis | 1-gen-2012 | Maggi, MARIO ALESSANDRO; Dean, Fantazzini | |
Default Probabilities and Credit Rating | 1-gen-2013 | Maggi, MARIO ALESSANDRO; Fantazzini, Dean | |
Efficient Mechanisms for Access to Storage when Competition in Gas Markets is Imperfect | 1-gen-2013 | Cavaliere, Alberto; Giust, V.; Maggi, MARIO ALESSANDRO | |
Computing Reliable Default Probabilities in Turbulent Times | 1-gen-2013 | Fantazzini, Dean; Maggi, MARIO ALESSANDRO | |
Risk measurements in decision making with emotional arousal | 1-gen-2014 | Lucarelli, Caterina; Maggi, MARIO ALESSANDRO; Uberti, Pierpaolo |
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