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Available identifiers

Publication	Date of Publication	Type
On Properties of the MixedTS Distribution and Its Multivariate Extension	2023-11-10	Paper
A Hawkes model with CARMA(p,q) intensity	2022-08-04	Paper
Implicit quantiles and expectiles	2022-07-05	Paper
Finite mixture approximation of CARMA(p,q) models	2021-12-02	Paper
On the dependence structure between S\&P500, VIX and implicit interexpectile differences	2021-09-03	Paper
On multivariate extensions of the mixed tempered stable distribution	2021-03-29	Paper
The determinants of lapse rates in the Italian life insurance market	2020-11-04	Paper
Lévy CARMA models for shocks in mortality	2019-10-23	Paper
Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization	2019-02-18	Paper
Implicit expectiles and measures of implied volatility	2019-02-06	Paper
Discrete-time approximation of a COGRAPH(\(p,q\)) model and its estimation	2018-09-28	Paper
Mixed tempered stable distribution	2018-09-19	Paper
Option pricing in an exponential mixedts Lévy process	2018-03-02	Paper
Risk parity for mixed tempered stable distributed sources of risk	2018-03-02	Paper
Approximation of the variance gamma model with a finite mixture of normals	2012-05-18	Paper

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