FANTAZZINI, DEAN

FANTAZZINI, DEAN  

DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI  

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Risultati 1 - 16 di 16 (tempo di esecuzione: 0.026 secondi).
Titolo Data di pubblicazione Autore(i) File
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
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 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
Computing Reliable Default Probabilities in Turbulent Times 1-gen-2013 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
Discrete-time affine term structure models: an ARCH formulation 1-gen-2007 Carta, Alessandro; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Discretete-time affine term structure models: an ARCH formulation 1-gen-2009 Carta, Alessandro; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Discretete-time affine term structure models: an econometric formulation 1-gen-2005 Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Intraday and Day-of-the-Week Effects in Returns and Volatilities of Stock Index Futures. 1-gen-2006 Fantazzini, Dean; Rossi, Eduardo
Long memory and Periodicity in Intraday Volatilities of Stock Index Futures 1-gen-2007 Rossi, Eduardo; Fantazzini, Dean
Long memory and Periodicity in Intraday Volatility 1-gen-2015 Rossi, Eduardo; Fantazzini, Dean
Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? 1-gen-2015 Fantazzini, Dean; 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
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
Specification analysis of bivariate discrete-time affine term structure models 1-gen-2006 Maggi, MARIO ALESSANDRO; Fantazzini, Dean; Carta, Alessandro