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Trojani, Fabio
18
Mancini, Loriano
6
Vanini, Paolo
6
Leippold, Markus
4
Ronchetti, Elvezio
3
Audrino, Francesco
2
Aït-Sahalia, Yacine
2
Barone-Adesi, Giovanni
2
Engle, Robert F.
2
Gagliardini, Patrick
2
Sbuelz, Alessandro
2
Camponovo, Lorenzo
1
Dell'Aquila, Rosario
1
Fan, Jianqing
1
La Vecchia, Davide
1
MANCINI, LORIANO
1
Ortelli, Claudio
1
Porchia, Paolo
1
RANALDO, ANGELO
1
Scaillet, Olivier
1
Trojani, F.
1
Urga, Giovanni
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1
Vecchia, Davide La
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Journal of econometrics
5
Journal of economic dynamics & control
5
The review of financial studies
5
Journal of the American Statistical Association : JASA
4
European financial management : the journal of the European Financial Management Association
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Review of finance : journal of the European Finance Association
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OLC EcoSci
ECONIS (ZBW)
164
RePEc
56
USB Cologne (business full texts)
45
BASE
5
USB Cologne (EcoSocSci)
2
Other ZBW resources
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1
Theory and Methods - Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
Mancini, Loriano
;
Ronchetti, Elvezio
;
Trojani, Fabio
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 628-641
Persistent link: https://www.econbiz.de/10006606911
Saved in:
2
Analysis of Multifactor Affine Yield Curve Models
Fan, Jianqing
;
Mancini, Loriano
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1324-1338
Persistent link: https://www.econbiz.de/10008376210
Saved in:
3
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10008143207
Saved in:
4
A GARCH Option Pricing Model with Filtered Historical Simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2013
)
3
,
pp. 1223-1222
Persistent link: https://www.econbiz.de/10010113794
Saved in:
5
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
MANCINI, LORIANO
;
RANALDO, ANGELO
;
WRAMPELMEYER, JAN
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 1805-1841
Persistent link: https://www.econbiz.de/10010178854
Saved in:
6
A GARCH Option Pricing Model with Filtered Historical Simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10008055479
Saved in:
7
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10008898208
Saved in:
8
A Note on the Three-Portfolios Matching Problem
Trojani, F.
;
Vanini, P.
;
Vignola, L.
- In:
European financial management : the journal of the …
8
(
2002
)
4
,
pp. 15-20
Persistent link: https://www.econbiz.de/10005939341
Saved in:
9
Equilibrium impact of value-at-risk regulation
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
30
(
2006
)
8
,
pp. 1277-1314
Persistent link: https://www.econbiz.de/10007286122
Saved in:
10
Robustness and Ambiguity Aversion in General Equilibrium
Trojani, Fabio
;
Vanini, Paolo
- In:
Review of finance : journal of the European Finance …
8
(
2004
)
2
,
pp. 279
Persistent link: https://www.econbiz.de/10006022169
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