The following pages link to Stefano d'Addona (Q470725):
Displayed 5 items.
- Asset pricing and the role of macroeconomic volatility (Q470727) (← links)
- MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION (Q2909514) (← links)
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127) (← links)
- TIME VARYING SENSITIVITIES ON A GRID ARCHITECTURE (Q5292282) (← links)
- Nonparametric estimates of option prices via Hermite basis functions (Q6146135) (← links)