Similar Search Results

To be or not : feeding information in standard minority games

Corelli, Angelo - In: Journal of risk finance : the convergence of financial … 13 (2012) 2, pp. 171-178

Persistent link: https://www.econbiz.de/10009513098

Discrete volatility calibration for callable swaps : a model comparison

Corelli, Angelo - In: International journal of financial markets and derivatives 2 (2011) 4, pp. 258-264

Persistent link: https://www.econbiz.de/10009528842

The gentle proposal : a model of applied defoult probabilities and GARCH volatility

Corelli, Angelo - In: Journal of risk management in financial institutions 4 (2010/11) 1, pp. 46-56

Persistent link: https://www.econbiz.de/10008905799

Estimation of a Cox process for credit spreads with semi-stochastic intensity

Corelli, Angelo - In: Journal of risk finance : the convergence of financial … 11 (2010) 5, pp. 515-519

Persistent link: https://www.econbiz.de/10008778685

A Kalman-filtered model of credit spreads

Corelli, Angelo - In: Journal of risk management in financial institutions 4 (2010/11) 2, pp. 180-188

Persistent link: https://www.econbiz.de/10009154315

The tale of the tail : extreme-value patterns of financial returns

Corelli, Angelo - In: Journal of risk finance : the convergence of financial … 13 (2012) 5, pp. 507-516

Persistent link: https://www.econbiz.de/10009681878

GARCH volatilities applied to an asset selection algorithm : the case of fixed income markets

Corelli, Angelo - In: International journal of bonds and derivatives 4 (2018) 1, pp. 52-62

Persistent link: https://www.econbiz.de/10012253412

A re-examination of the "zero is enough" hypothesis in the emergence of financial stylized facts

Brandouy, Olivier; Corelli, Angelo; Veryzhenko, Iryna; … - In: Journal of economic interaction and coordination : JEIC 7 (2012) 2, pp. 223-248

Persistent link: https://www.econbiz.de/10009633323

The relative informativeness of regular and e-mini Euro/Dollar futures contracts and the role of trader types

Malhotra, Jatin; Corelli, Angelo - In: Risks : open access journal 9 (2021) 6, pp. 1-18

This paper examines the relative contribution of regular and e-mini futures market to price discovery of EUR/USD futures contracts on the Chicago Mercantile Exchange (CME), using intraday data in 2010.The relative contribution to price discovery is estimated using the information share approach...

Persistent link: https://www.econbiz.de/10012598401

Cryptocurrencies and technology indices : a relationship and causality analysis

Corelli, Angelo; Malhotra, Jatin - In: The journal of wealth management : JWM 25 (2022) 3, pp. 143-153

Persistent link: https://www.econbiz.de/10014232494