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Barone-Adesi, Giovanni
171
Sala, Carlo
23
Audrino, Francesco
15
Mancini, Loriano
13
Giannopoulos, Kostas
12
Sorwar, Ghulam
12
Allegretto, Walter
9
Gagliardini, Patrick
8
Barone-Adesi, G.
7
Engle, Robert F.
7
Urga, Giovanni
7
Vosper, Les
7
Adesi, Giovanni Barone
6
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6
Barone, Emilio
6
Castagna, Antonio
6
Elliott, Robert J.
6
Legnazzi, Chiara
6
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6
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6
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5
Fusari, Nicola
5
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5
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5
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4
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4
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4
Dall'O, Hakim
4
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4
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4
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4
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4
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3
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3
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3
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Accounting and Finance Research, 3 (1), 85-89, (2014)
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51
Average conditional correlation and tree structures for multivariate GARCH models
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of forecasting
25
(
2006
)
8
,
pp. 579-600
Persistent link: https://www.econbiz.de/10003402058
Saved in:
52
Backtesting derivative portfolios with filtered historical simulation (FHS)
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
European financial management : the journal of the …
8
(
2002
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10001688408
Saved in:
53
On the informational content of changing risk for dynamic asset allocation
Barone-Adesi, Giovanni
;
Gagliardini, Patrick
;
Trojani, Fabio
-
2000
Persistent link: https://www.econbiz.de/10001641348
Saved in:
54
Non-parametric VaR techniques : myths and realities
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
- In:
Economic notes : economic review of Banca Monte dei …
30
(
2001
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10001603710
Saved in:
55
Managing electricity risk
Barone-Adesi, Giovanni
;
Gigli, Andrea
- In:
Economic notes : economic review of Banca Monte dei …
32
(
2003
)
2
,
pp. 283-294
Persistent link: https://www.econbiz.de/10001790812
Saved in:
56
A new approach to check the free boundary of single factor interest rate put option
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Dinenis, Elias
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 153-168
Persistent link: https://www.econbiz.de/10001544341
Saved in:
57
A test of calendar seasonalities in stock market risk implied from index futures options
Barone-Adesi, Giovanni
- In:
International review of economics & finance : IREF
3
(
1994
)
3
,
pp. 327-340
Persistent link: https://www.econbiz.de/10001177829
Saved in:
58
Equity financing and corporate convertible bond policy
Jalan, P.
- In:
Journal of banking & finance
19
(
1995
)
2
,
pp. 187-206
Persistent link: https://www.econbiz.de/10001180786
Saved in:
59
Pricing bonds and bond options with default risk
Barone, Emilio
- In:
European financial management : the journal of the …
4
(
1998
)
2
,
pp. 231-282
Persistent link: https://www.econbiz.de/10001245489
Saved in:
60
Numerical evaluation of the critical price and American options
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Elliott, …
- In:
The European journal of finance
1
(
1995
)
1
,
pp. 69-78
Persistent link: https://www.econbiz.de/10001192799
Saved in:
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