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Designing volatility indices for Austria, Finland and Spain
Campisi, Giovanni; Muzzioli, Silvia - In: Financial markets and portfolio management 35 (2021) 3, pp. 369-455
Persistent link: https://www.econbiz.de/10012616167
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Asymmetric semi-volatility spillover in a nonlinear model of interacting markets
Campisi, Giovanni; Muzzioli, Silvia - 2022
Persistent link: https://www.econbiz.de/10013258691
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Forecasting returns in the US market through fuzzy rule-based classification systems
Muzzioli, Silvia; Campisi, Giovanni; De Baets, Bernard; … - 2022
Persistent link: https://www.econbiz.de/10013258692
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A comparison of machine learning methods for predicting stock returns in the US market
Muzzioli, Silvia; Campisi, Giovanni; De Baets, Bernard - 2021
Persistent link: https://www.econbiz.de/10013258722
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Uncertainty about fundamental, pessimistic and overconfident traders : a piecewise-linear maps approach
Campisi, Giovanni; Muzzioli, Silvia; Tramontana, Fabio - 2021
Persistent link: https://www.econbiz.de/10013190536
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Uncertainty about fundamental, pessimistic and overconfident traders : a piecewise-linear maps approach
Campisi, Giovanni; Muzzioli, Silvia; Tramontana, Fabio - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 707-726
Persistent link: https://www.econbiz.de/10012794986
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Fundamentalists heterogeneity and the role of the sentiment indicator
Campisi, Giovanni; Muzzioli, Silvia - 2020
Persistent link: https://www.econbiz.de/10012211252
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Investor sentiment and trading behavior
Campisi, Giovanni; Muzzioli, Silvia - 2020
Persistent link: https://www.econbiz.de/10012211264
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A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices
Campisi, Giovanni; Muzzioli, Silvia; De Baets, Bernard - In: International journal of forecasting 40 (2024) 3, pp. 869-880
Persistent link: https://www.econbiz.de/10014547222
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A continuous-time heterogeneous duopoly model with delays
Brianzoni, Serena; Campisi, Giovanni; Guerrini, Luca - In: Decisions in economics and finance : DEF ; a journal of … 41 (2018) 2, pp. 259-275
Persistent link: https://www.econbiz.de/10011997929