The explosion of algorithmic trading has been one of the most prominent recent trends in the financial industry. Algorithmic trading consists of automated trading strategies that attempt to minimize transaction costs by optimally placing orders. The key ingredient of many of these strategies are...

Volatility forecasting is one of the main issues in the financial econometrics literature. Volatility measures may be derived from statistical models for conditional variance, or from option prices. In recent times, indices have been suggested which summarize the implied volatility of widely...

The paper surveys different approaches to the estimation of the underground economy. First, the focus is on the methodologies adopted by the Italian and French Statistical Institutes, respectively based on the exhaustive estimate of the labour input and on tax compliance data. Secondly, we...

Introduzione – 1. La domanda di calcio in Italia: i fatti stilizzati – 2. La domanda di calcio: letteratura ed evidenze empiriche – 3.1 La stima dei per game tickets – 3.2 La stima dei seasonal tickets – 4. Conclusioni