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Search: person:"Muzzioli, Silvia"
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Volatility
23
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Muzzioli, Silvia
66
Gambarelli, Luca
13
Campisi, Giovanni
10
De Baets, Bernard
9
Cipollini, Andrea
7
Elyasiani, Elyas
6
Torricelli, Costanza
6
Capriotti, Alessio
3
Caloia, Francesco Giuseppe
2
Cascio, Iolanda Lo
2
Damiani, Filippo
2
Lo Cascio, Iolanda
2
Marchi, Gianluca
2
Muzzioli, silvia
2
Reynaerts, Huguette
2
Ruggieri, Alessio
2
Tramontana, Fabio
2
Addabbo, Tindara
1
Baets, Bernard De
1
Ciano, Tiziana
1
De Beats, B.
1
Elyasiani, E.
1
Ferrara, Massimiliano
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Ferrarini, Filippo
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Gambarelli, L.
1
La Rocca, L.
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Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
13
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DEMB working paper series
20
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
6
Department of Economics / Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
5
Applied economics
3
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Department of Economics (DEMB)
2
Fuzzy economic review : the review of the International Association for Fuzzy-Set Management and Economy
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
2
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2
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Decisions in economics and finance : a journal of applied mathematics
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Perception-based data mining and decision making in economics and finance : with 37 tables
1
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Quarterly Journal of Finance (QJF)
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ECONIS (ZBW)
45
RePEc
19
OLC EcoSci
4
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1
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices
Campisi, Giovanni
;
Muzzioli, Silvia
;
De Baets, Bernard
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 869-880
Persistent link: https://www.econbiz.de/10014547222
Saved in:
2
Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550830
Saved in:
3
Climate change and asset pricing : a focused review of literature
Ferrara, Massimiliano
;
Ciano, Tiziana
;
Capriotti, Alessio
; …
-
2024
Persistent link: https://www.econbiz.de/10014550910
Saved in:
4
Climate risk definition and measures : asset pricing models and stock returns
Capriotti, Alessio
;
Cipollini, Andrea
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550912
Saved in:
5
Aggregating sentiment in Europe : the relationship with volatility and returns
Gambarelli, Luca
;
Muzzioli, Silvia
-
2023
Persistent link: https://www.econbiz.de/10014516165
Saved in:
6
Unveiling sentiment dynamics and forecasting future economic sentiment in the eurozone using option-implied asymmetry measures
Gambarelli, Luca
;
Muzzioli, Silvia
-
2023
Persistent link: https://www.econbiz.de/10014516168
Saved in:
7
Understanding the SKEW index : the relationship with sentiment and returns
Elyasiani, E.
;
Gambarelli, L.
;
Muzzioli, Silvia
-
2023
Persistent link: https://www.econbiz.de/10014252245
Saved in:
8
Regional innovation in southern Europe : a poset-based analysis
Damiani, Filippo
;
Muzzioli, Silvia
;
De Baets, Bernard
-
2022
Persistent link: https://www.econbiz.de/10013258568
Saved in:
9
Asymmetric semi-volatility spillover in a nonlinear model of interacting markets
Campisi, Giovanni
;
Muzzioli, Silvia
-
2022
Persistent link: https://www.econbiz.de/10013258691
Saved in:
10
Forecasting returns in the US market through fuzzy rule-based classification systems
Muzzioli, Silvia
;
Campisi, Giovanni
;
De Baets, Bernard
; …
-
2022
Persistent link: https://www.econbiz.de/10013258692
Saved in:
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