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On the use of implied stock volatilities in the prediction of successful corporate takeovers
Barone-Adesi, Giovanni; Brown, Keith C.; Harlow, W. V. - 1994
Persistent link: https://www.econbiz.de/10000896978
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Value at risk under jump GARCH processes
Sorwar, Ghulam; Barone-Adesi, Giovanni - In: Banking and finance review 2 (2010) 1, pp. 27-36
Persistent link: https://www.econbiz.de/10008936635
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The stability of factor models of interest rates
Audrino, Francesco; Barone-Adesi, Giovanni; Mira, Antonietta - In: Journal of financial econometrics : official journal of … 3 (2005) 3, pp. 422-441
Persistent link: https://www.econbiz.de/10002989126
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Functional gradient descent for financial time series with an application to the measurement of market risk
Audrino, Francesco; Barone-Adesi, Giovanni - In: Journal of banking & finance 29 (2005) 4, pp. 959-977
Persistent link: https://www.econbiz.de/10002601077
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On the use of implied volatilities in the prediction of successful corporate takeovers
Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 7 (1994), pp. 147-165
Persistent link: https://www.econbiz.de/10001196347
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Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni; Fusari, Nicola; Mira, Antonietta; … - In: Journal of econometrics 216 (2020) 2, pp. 430-449
Persistent link: https://www.econbiz.de/10012439749