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~accessRights:"free"
~person:"Ballestra, Luca Vincenzo"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliography included"
~type_genre:"Konferenzschrift"
~type_genre:"Sammlung"
~type_genre:"Statistik"
~type_genre:"Übersichtsarbeit"
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Ballestra, Luca Vincenzo
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European journal of operational research : EJOR
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A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
2
Score-driven modeling with jumps : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 375-406
Persistent link: https://www.econbiz.de/10014526331
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