FANTAZZINI, DEAN
FANTAZZINI, DEAN
DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI
A Copula-VAR Approach for Industrial Production Modelling and Generalized Impulse Response Functions
2006-01-01 Bianchi, Carluccio; Fantazzini, Dean; DE GIULI, MARIA ELENA; 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
A New Approach for Firm Value and DefaultProbability Estimation Beyond Merton Models
2008-01-01 DE GIULI, MARIA ELENA; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
A new framework for firm value using copulas
2006-01-01 DE GIULI, MARIA ELENA; Maggi, MARIO ALESSANDRO; Fantazzini, Dean
Computing Reliable Default Probabilities in Turbulent Times
2013-01-01 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
Discrete-time affine term structure models: an ARCH formulation
2007-01-01 Carta, Alessandro; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Discretete-time affine term structure models: an ARCH formulation
2009-01-01 Carta, Alessandro; Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Discretete-time affine term structure models: an econometric formulation
2005-01-01 Fantazzini, Dean; Maggi, MARIO ALESSANDRO
Intraday and Day-of-the-Week Effects in Returns and Volatilities of Stock Index Futures.
2006-01-01 Fantazzini, Dean; Rossi, Eduardo
Long memory and Periodicity in Intraday Volatilities of Stock Index Futures
2007-01-01 Rossi, Eduardo; Fantazzini, Dean
Long memory and Periodicity in Intraday Volatility
2015-01-01 Rossi, Eduardo; Fantazzini, Dean
Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?
2015-01-01 Fantazzini, Dean; 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
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
Specification analysis of bivariate discrete-time affine term structure models
2006-01-01 Maggi, MARIO ALESSANDRO; Fantazzini, Dean; Carta, Alessandro
| 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 |