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~isPartOf:"Applied mathematical finance"
~isPartOf:"CREATES research paper"
~person:"Grassi, Stefano"
~subject:"Estimation theory"
~subject:"Volatilität"
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Grassi, Stefano
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Applied mathematical finance
CREATES research paper
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It’s all about volatility (of volatility) : evidence from a two-factor stochastic volatility model
Grassi, Stefano
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Santucci de Magistris, Paolo
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2013
Persistent link: https://www.econbiz.de/10009712566
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Bayesian stochastic model specification search for seasonal and calendar effects
Proietti, Tommaso
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Grassi, Stefano
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2011
Persistent link: https://www.econbiz.de/10008841795
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