Andrea Perchiazzo
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Person:5013834
Available identifiers
zbMath Open perchiazzo.andreaMaRDI QIDQ5013834
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 |
|---|---|---|
| Implied value-at-risk and model-free simulation | 2024-06-04 | Paper |
| A Hawkes model with CARMA(p,q) intensity | 2022-08-04 | Paper |
| Finite mixture approximation of CARMA(p,q) models | 2021-12-02 | Paper |
Research outcomes over time
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