statistiche ricercatore

Nome	#
A non-Gaussian approach to risk measures	92
Estimating value-at-risk with product partition models	82
The low volatility fluctuations regime of the exponential Ornstein-Uhlenbeck model	74
A generalized Fourier transform approach to risk measures	59
Pricing exotic options in a path integral approach	45
Stable Lévy Processes via Lamperti-Type Representations , Andreas E. Kyprianou and Juan Carlos Pardo, New York, NY: Cambridge University Press, 2022, xx+463 pp., $69.99(H), ISBN 978-1-108-48029-1	2
Deep learning profit and loss	1
Comment on: Price Discovery in High Resolution	1
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics	1
Score-driven generalized fitness model for sparse and weighted temporal networks	1
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing	1
Deep calibration with random grids	1
The SINC way: a fast and accurate approach to Fourier pricing	1
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics	1
A Stochastic Volatility Model With Realized Measures for Option Pricing	1
Totale	363

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2018/2019	1	0	0	0	0	0	0	0	0	0	0	1	0
2019/2020	96	22	33	0	6	1	4	2	5	0	13	10	0
2020/2021	57	6	6	2	6	1	6	3	6	2	10	7	2
2021/2022	28	2	1	0	2	1	0	2	2	3	2	2	11
2022/2023	107	8	7	2	13	11	13	0	5	37	2	5	4
2023/2024	32	2	2	2	4	3	4	0	1	0	1	13	0
Totale													363