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Theorie
Theory
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Barucci, Emilio
29
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26
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5
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5
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5
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4
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4
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4
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3
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3
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Economic notes : economic review of Banca Monte dei Paschi di Siena
3
Economics letters
3
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Control systems and mathematical methods in economics : essays in honor of Vladimir M. Veliov
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1
On measuring volatility and the GARCH forecasting performance
Barucci, Emilio
;
Renò, Roberto
- In:
Journal of international financial markets, …
12
(
2002
)
3
,
pp. 183-200
Persistent link: https://www.econbiz.de/10001705858
Saved in:
2
The price-volatility feedback rate : an implementable mathematical indicator of market stability
Barucci, Emilio
;
Malliavin, Paul
;
Mancino, Maria Elvira
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 17-35
Persistent link: https://www.econbiz.de/10001765629
Saved in:
3
On measuring volatility of diffusion processes with high frequency data
Barucci, Emilio
;
Renò, Roberto
- In:
Economics letters
74
(
2002
)
3
,
pp. 371-378
Persistent link: https://www.econbiz.de/10001654097
Saved in:
4
An equilibrium model of insider trading in continuous time
Monte, Roberto
;
Trivellato, Barbara
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 83-128
Persistent link: https://www.econbiz.de/10003893184
Saved in:
5
On the dynamic programming approach to incentive constraint problems
Gozzi, Fausto
;
Monte, Roberto
;
Tessitore, M. Elisabetta
- In:
Control systems and mathematical methods in economics : …
,
(pp. 81-96)
.
2018
Persistent link: https://www.econbiz.de/10011975085
Saved in:
6
Heterogeneous beliefs and learning in forward looking economic models
Barucci, Emilio
- In:
Journal of evolutionary economics : JEE
9
(
1999
)
4
,
pp. 453-464
Persistent link: https://www.econbiz.de/10001432077
Saved in:
7
Exponentially fading memory learning in forward-looking economic models
Barucci, Emilio
- In:
Journal of economic dynamics & control
24
(
2000
)
5/7
,
pp. 1027-1046
Persistent link: https://www.econbiz.de/10001465695
Saved in:
8
Note a margine del mercato dei BOT : analisi e proposte
Barucci, Emilio
- In:
Note economiche : rivista economica del Monte dei …
24
(
1994
)
2
,
pp. 213-238
Persistent link: https://www.econbiz.de/10001175665
Saved in:
9
Fading memory learning in a class of forward-looking models with an application to hyperinflation dynamics
Barucci, Emilio
- In:
Economic modelling
18
(
2001
)
2
,
pp. 233-252
Persistent link: https://www.econbiz.de/10001560639
Saved in:
10
Financial markets theory : equilibrium, efficiency and information
Barucci, Emilio
-
2003
Persistent link: https://www.econbiz.de/10013551318
Saved in:
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