Narrow search
Showing 1 - 10 of 51
Cover Image
A model for pricing an option with a fuzzy payoff
Muzzioli, Silvia; Torricelli, Costanza - In: Fuzzy economic review : the review of the International … 6 (2001) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10001780115
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Futures market and spot price volatility : a model for a storable commodity
Torricelli, Costanza - In: European journal of political economy 10 (1994) 2, pp. 339-355
Persistent link: https://www.econbiz.de/10001170519
Cover Image
A survey in the theory of futures markets
Torricelli, Costanza - In: Ricerche economiche 43 (1989) 4, pp. 516-542
Persistent link: https://www.econbiz.de/10001129219
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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