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Volatility
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gender differences
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corridor implied volatility
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intra-household decision power
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Muzzioli, Silvia
23
Gambarelli, Luca
8
Campisi, Giovanni
6
Elyasiani, Elyas
5
De Baets, Bernard
4
Cipollini, Andrea
2
Boero, Gianna
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Caloia, Francesco Giuseppe
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Capriotti, Alessio
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DEMB working paper series
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Applied economics
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International journal of forecasting
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International review of financial analysis
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ECONIS (ZBW)
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Option-based forecasts of volatility : an empirical study in the DAX-index options market
Muzzioli, Silvia
- In:
The European journal of finance
16
(
2010
)
5/6
,
pp. 561-586
Persistent link: https://www.econbiz.de/10008698557
Saved in:
2
The forecasting performance of corridor implied volatility in the Italian market
Muzzioli, Silvia
- In:
Computational economics
41
(
2013
)
3
,
pp. 359-386
Persistent link: https://www.econbiz.de/10009711323
Saved in:
3
The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
4
A comparative assessment of different fuzzy regression methods for volatility forecasting
Muzzioli, Silvia
;
De Beats, B.
- In:
Fuzzy optimization and decision making : a journal of …
12
(
2013
)
4
,
pp. 433-450
Persistent link: https://www.econbiz.de/10010232663
Saved in:
5
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
6
The optimal corridor for implied volatility : from periods of calm to turmoil
Muzzioli, Silvia
- In:
Journal of economics & business
81
(
2015
),
pp. 77-94
Persistent link: https://www.econbiz.de/10011476102
Saved in:
7
The risk-asymmetry index as a new measure of risk
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Multinational finance journal
22
(
2018
)
3/4
,
pp. 173-210
Persistent link: https://www.econbiz.de/10012547710
Saved in:
8
The skewness index : uncovering the relationship with volatility and market returns
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
53
(
2021
)
31
,
pp. 3619-3635
Persistent link: https://www.econbiz.de/10012589497
Saved in:
9
Designing volatility indices for Austria, Finland and Spain
Campisi, Giovanni
;
Muzzioli, Silvia
- In:
Financial markets and portfolio management
35
(
2021
)
3
,
pp. 369-455
Persistent link: https://www.econbiz.de/10012616167
Saved in:
10
Asymmetric semi-volatility spillover in a nonlinear model of interacting markets
Campisi, Giovanni
;
Muzzioli, Silvia
-
2022
Persistent link: https://www.econbiz.de/10013258691
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