DE GIULI, MARIA ELENA

DE GIULI, MARIA ELENA  

DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI  

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Risultati 1 - 20 di 63 (tempo di esecuzione: 0.038 secondi).
Titolo Data di pubblicazione Autore(i) File
225 Theorems of the alternative for linear systems: how to get all them quickly 1-gen-1997 DE GIULI, MARIA ELENA; Giorgi, Giorgio; Magnani, Umberto
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
A General Linear Theorem of the Alternative: How to get its special cases quickly 1-gen-1997 DE GIULI, MARIA ELENA; Giorgi, Giorgio; Magnani, U.
A New Approach for Firm Value and DefaultProbability Estimation Beyond Merton Models 1-gen-2008 DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
A new framework for firm value using copulas 1-gen-2006 DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Fantazzini, Dean
A note on super-replication and profitability in incomplete markets 1-gen-2002 DE GIULI, MARIA ELENA; Magnani, Umberto; Maggi, MARIO ALESSANDRO
A puzzle in the value of the firm 1-gen-2000 DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Magnani, U.
A remark on sensitivity in linear programming and Gale-Samuelson nonsubstitution theorem 1-gen-2010 DE GIULI, MARIA ELENA; Giorgi, Giorgio
Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems 1-gen-2019 Allevi, E; Boffino, Luigi; De Giuli, M. E.; Oggioni, G.
A Bayesian Analysis of CAPM based on product partition models 1-gen-2006 DE GIULI, MARIA ELENA; Tarantola, Claudia; Uberti, Pierpaolo
BAYESIAN NETWORKS FOR FINANCIAL MARKET SIGNALS DETECTION 1-gen-2018 Greppi, Alessandro; De Giuli, Maria E.; Tarantola, Claudia; Montagna, Dennis M.
Bayesian Networks for Firm Performance Evaluation 1-gen-2015 De Giuli, M. E.; Gottardo, P.; Moisello, A. M.; Tarantola, C.
Bayesian networks for stock picking 1-gen-2015 Greppi, Alessandro; DE GIULI, MARIA ELENA; Tarantola, Claudia
Bayesian outlier detection in Capital Asset Pricing Model 1-gen-2010 DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Tarantola, Claudia
Bayesian Value-at-Risk with Product Partition Models 1-gen-2012 Bormetti, Giacomo; DE GIULI, MARIA ELENA; Delpini, Danilo; Tarantola, Claudia
Brexit news propagation in financial systems: multidimensional visibility networks for market volatility dynamics 1-gen-2021 De Giuli, M. E.; Flori, A.; Lazzari, D.; Spelta, A.
Commissione d'incentivo e controllo del moral hazard negli hedge funds 1-gen-2003 DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Paris, F. M.
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
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
A Copula-VAR Approach for Industrial Production Modelling and Generalized Impulse Response Functions 1-gen-2006 Bianchi, Carluccio; Fantazzini, Dean; DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO