Riccardo De Blasis
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Person:2022924
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A semi-Markov approach to financial modelling during the COVID-19 pandemic | 2024-09-24 | Paper |
| Dividend based risk measures: a Markov chain approach Applied Mathematics and Computation | 2024-04-18 | Paper |
| The mixture transition distribution approach to networks: evidence from stock markets Physica A | 2024-04-15 | Paper |
| Perturbation analysis for dynamic poverty indexes Communications in Statistics: Theory and Methods | 2023-09-11 | Paper |
| Confidence sets for dynamic poverty indexes Journal of Applied Statistics | 2022-11-02 | Paper |
| The price leadership share: a new measure of price discovery in financial markets Annals of Finance | 2021-05-03 | Paper |
| A multivariate Markov chain stock model Scandinavian Actuarial Journal | 2020-08-26 | Paper |
| Novel advancements in the Markov chain stock model: analysis and inference Annals of Finance | 2017-10-13 | Paper |
Research outcomes over time
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