TEBALDI, Claudio
TEBALDI, Claudio
DIPARTIMENTO DI SCIENZE ECONOMICHE
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A multifractal model for volatily fluctuations in financial time series
1999-01-01 Rossi, Francesco; Roveda, Alberto; Tebaldi, Claudio
Estimation Risk Measurament Through Principal Component Analysis and Random Matrix Theory
2002-01-01 Tebaldi, Claudio; Rossi, Francesco
On the relation between the Stochastic Jacobian and the Riccati ODE in Affine Term Structure Models
2004-01-01 Tebaldi, Claudio; Martino, Grasselli
Solvable Affine Term Structure Models
2004-01-01 Tebaldi, Claudio; Grasselli, M.
Tests on multiscale forecasting models
1999-01-01 Berardi, Andrea; Roveda, Alberto; Tebaldi, Claudio
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A multifractal model for volatily fluctuations in financial time series | 1-gen-1999 | Rossi, Francesco; Roveda, Alberto; Tebaldi, Claudio | |
| Estimation Risk Measurament Through Principal Component Analysis and Random Matrix Theory | 1-gen-2002 | Tebaldi, Claudio; Rossi, Francesco | |
| On the relation between the Stochastic Jacobian and the Riccati ODE in Affine Term Structure Models | 1-gen-2004 | Tebaldi, Claudio; Martino, Grasselli | |
| Solvable Affine Term Structure Models | 1-gen-2004 | Tebaldi, Claudio; Grasselli, M. | |
| Tests on multiscale forecasting models | 1-gen-1999 | Berardi, Andrea; Roveda, Alberto; Tebaldi, Claudio |