Sfoglia per Rivista DECISIONS IN ECONOMICS AND FINANCE
Mostrati risultati da 1 a 6 di 6
Asymptotic expansion for some local volatility models arising in finance
2019-01-01 Albeverio, Sergio; Cordoni, Francesco; Di Persio, Luca; Pellegrini, Gregorio
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
2021-01-01 Figá-Talamanca, Gianna; Focardi, Sergio; Patacca, Marco
Does market attention affect Bitcoin returns and volatility?
2019-01-01 Figá-Talamanca, Gianna; Patacca, Marco
Managing liquidity with portfolio staleness
2021-01-01 Buccheri, Giuseppe; Pirino, Davide; Trapin, Luca
Market attention and Bitcoin price modeling: theory, estimation and option pricing
2020-01-01 Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco
Relational Consumption and Nonlinear Dynamics in an Overlapping Generations Model
2014-01-01 Angelo, Antoci; Mauro, Sodini; Zarri, Luca
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Asymptotic expansion for some local volatility models arising in finance | 1-gen-2019 | Albeverio, Sergio; Cordoni, Francesco; Di Persio, Luca; Pellegrini, Gregorio | |
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages | 1-gen-2021 | Figá-Talamanca, Gianna; Focardi, Sergio; Patacca, Marco | |
Does market attention affect Bitcoin returns and volatility? | 1-gen-2019 | Figá-Talamanca, Gianna; Patacca, Marco | |
Managing liquidity with portfolio staleness | 1-gen-2021 | Buccheri, Giuseppe; Pirino, Davide; Trapin, Luca | |
Market attention and Bitcoin price modeling: theory, estimation and option pricing | 1-gen-2020 | Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco | |
Relational Consumption and Nonlinear Dynamics in an Overlapping Generations Model | 1-gen-2014 | Angelo, Antoci; Mauro, Sodini; Zarri, Luca |
Mostrati risultati da 1 a 6 di 6
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile