//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Temi di discussione / Banca d'Italia"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Exploring the systemic risk of...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Italien
3
Italy
3
Capital market returns
2
Kapitalmarktrendite
2
Performance measurement
2
Performance-Messung
2
Statistical distribution
2
Statistische Verteilung
2
2003-2008
1
Aktienfonds
1
CAPM
1
Credit derivative
1
Equity fund
1
Financial economics
1
Investment Fund
1
Investmentfonds
1
Kapitalmarkttheorie
1
Kreditderivat
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Mean Reversion
1
Mean reversion
1
Modellierung
1
Option pricing theory
1
Optionspreistheorie
1
Risikomaß
1
Risikoprämie
1
Risk measure
1
Risk premium
1
Scientific modelling
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
4
Italian
1
Author
All
Bianchi, Michele Leonardo
4
Fabozzi, Frank J.
2
Račev, Svetlozar T.
2
Leonardo Bianchi, Michele
1
Miele, Maria Grazia
1
Published in...
All
Temi di discussione / Banca d'Italia
Journal of banking & finance
6
Bank of Italy Temi di Discussione (Working Paper)
5
Temi di discussione (Economic working papers)
5
Bank of Italy Occasional Paper
4
Questioni di economia e finanza
4
Computational economics
3
Journal of Banking & Finance
3
KIT Working Paper Series in Economics
3
Working Paper Series in Economics
3
Working paper series in economics
3
BANCARIA
2
International journal of theoretical and applied finance
2
Quantitative finance
2
Questioni di Economia e Finanza (Occasional Papers)
2
Banche e ciclo economico : redditività, stabilità e nuova vigilanza ; diciottesimo rapporto sul sistema finanziario italiano
1
Computational management science
1
Econometrics Journal
1
Economic Notes
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of forecasting
1
Journal of financial engineering
1
La banca commerciale territoriale nella crisi dei mercati
1
New developments in financial modelling
1
Notes on financial stability and supervision
1
Risk assessment : decisions in banking and finance
1
Risk management : an international journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Frank J. Fabozzi series
1
The econometrics journal
1
The journal of asset management
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of portfolio management : JPM
1
Working Papers CASMEF
1
World Scientific handbook in financial economics series
1
World scientific handbook in financial economics series
1
Yale ICF Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
I fondi comuni aperti in Italia : performance delle società di gestione del risparmio
Bianchi, Michele Leonardo
;
Miele, Maria Grazia
-
2011
Persistent link: https://www.econbiz.de/10009510886
Saved in:
2
Tempered stable Ornstein-Uhlenbeck processes : a practical view
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
-
2013
Persistent link: https://www.econbiz.de/10010351148
Saved in:
3
Are the log-returns of Italian open-end mutual funds normally distributed? : a risk assessment perspective
Bianchi, Michele Leonardo
-
2014
Persistent link: https://www.econbiz.de/10010495699
Saved in:
4
An empirical comparison of alternative credit default swap pricing models
Bianchi, Michele Leonardo
-
2012
Persistent link: https://www.econbiz.de/10009776681
Saved in:
5
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Leonardo Bianchi, Michele
;
Fabozzi, Frank J.
;
Račev, …
-
2014
Persistent link: https://www.econbiz.de/10010414284
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->