Sfoglia per Autore
Backard/forward optimal combination of performance measures for equity screening
2012-01-01 Billio, Monica; Caporin, Massimiliano; Costola, M.
Measuring the impact of behavioural choices on the market prices
2014-01-01 Caporin, M.; Corazzini, L.; Costola, M.
Entropy and systemic risk measures
2015-01-01 Billio, Monica; Casarin, Roberto; Costola, Michele; Pasqualini, Andrea
Backward/forward optimal combination of performance measures for equity screening
2015-01-01 Billio, Monica; Caporin, Massimiliano; Costola, Michele
Do we need a stochastic trend in cay estimation? Yes.
2016-01-01 Costola, Michele; Frattarolo, Lorenzo; Lucchetta, Marcella; Paradiso, Antonio
Systemic risk and financial interconnectedness: network measures and the impact of the indirect effect.
2016-01-01 Billio, Monica; Costola, Michele; Panzica, Roberto Calogero; Pelizzon, Loriana
An entropy-based early warning indicator for systemic risk
2016-01-01 Billio, Monica; Casarin, Roberto; Costola, Michele; Pasqualini, Andrea
Disagreement in Signed Financial Networks
2018-01-01 Billio, Monica; Casarin, Roberto; Costola, Michele; Frattarolo, Lorenzo
“On the (Ab)use of Omega?”
2018-01-01 Caporin, M.; Costola, M.; Jannin, G.; Maillet, B.
Contagion Dynamics on Financial Networks
2019-01-01 Billio, M.; Casarin, R.; Costola, M.; Frattarolo, L
Structural changes in large economic datasets: A nonparametric homogeneity test
2019-01-01 Casarin, R.; Costola, M.
Opinion Dynamics and Disagreements on Financial Networks
2019-01-01 Billio, M.; Casarin, R.; Costola, M.; Frattarolo, L.
Sparse Networks Through Regularised Regressions
2019-01-01 Bernardi, Mauro; Costola, Michele
Measuring the Behavioural Component of the S&P 500 and its Relationship to Financial Stress and Aggregated Earnings Surprises
2019-01-01 Caporin, Massimiliano; Corazzini, Luca; Costola, Michele
High-Dimensional Sparse Financial Networks through a Regularised Regression Model
2019-01-01 Bernardi, M.; Costola, M.
Credit Scoring in SME Asset-Backed Securities: An Italian Case Study
2019-01-01 Bedin, Andrea; Billio, M.; Costola, M.; Pelizzon, L.
Asymmetry and leverage in GARCH models: A News Impact Curve perspective
2019-01-01 Caporin, Massimiliano; Costola, Michele
Systemic Risk for Financial Institutions in the Major Petroleum-based Economies: The Role of Oil
2020-01-01 Khalifa, Ahmed; Caporin, Massimiliano; Costola, Michele; Hammoudeh, Shawkat
Volatility Forecasting in a Data Rich Environment
2020-01-01 Bernardi, M.; Bonaccolto, G.; Caporin, M.; Costola, M.
Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case
2020-01-01 Billio, Monica; Costola, Michele; Pelizzon, Loriana; Riedel, Max
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