Nicola Fusari

From MaRDI portal
Person:2173189

Available identifiers

zbMath Open fusari.nicolaMaRDI QIDQ2173189

List of research outcomes





PublicationDate of PublicationType
The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets2024-10-28Paper
SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS2021-06-11Paper
Option market trading activity and the estimation of the pricing kernel: a Bayesian approach2020-04-22Paper
INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS2019-11-18Paper
Unified inference for nonlinear factor models from panels with fixed and large time span2019-09-02Paper
Parametric Inference and Dynamic State Recovery From Option Panels2019-01-30Paper
Valuing Modularity as a Real Option2012-03-01Paper

Research outcomes over time

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