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Previsione dei rendimenti minimi e massimi di un titolo in borsa mediante un modello multivariato di volatilità
Guizzardi, Andrea; Paruolo, Paolo - In: Studi e note di economia (2000) 1, pp. 51-80
Persistent link: https://www.econbiz.de/10001527359
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Forecasting and trading on the VIX futures market : a neural network approach based on open to close returns and coincident indicators
Ballestra, Luca Vincenzo; Guizzardi, Andrea; Palladini, … - In: International journal of forecasting 35 (2019) 4, pp. 1250-1262
Persistent link: https://www.econbiz.de/10012305272
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A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo; D'Innocenzo, Enzo; Guizzardi, … - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
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Score-driven modeling with jumps : an application to S&P500 returns and options
Ballestra, Luca Vincenzo; D'Innocenzo, Enzo; Guizzardi, … - In: Journal of financial econometrics 22 (2024) 2, pp. 375-406
Persistent link: https://www.econbiz.de/10014526331