VOCALELLI, GIORGIO
VOCALELLI, GIORGIO
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Estimating Risk in Illiquid Markets: a Model of Market Friction With Stochastic Volatility
2024-01-01 Buccheri, Giuseppe; Grassi, Stefano; Vocalelli, Giorgio
Taking advantage of biased proxies for forecast evaluation
2025-01-01 Buccheri, Giuseppe; Reno', Roberto; Vocalelli, Giorgio
Taking advantage of biased proxies for forecast evaluation
2023-01-01 Buccheri, Giuseppe; Renò, Roberto; Vocalelli, Giorgio
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Estimating Risk in Illiquid Markets: a Model of Market Friction With Stochastic Volatility | 1-gen-2024 | Buccheri, Giuseppe; Grassi, Stefano; Vocalelli, Giorgio | |
Taking advantage of biased proxies for forecast evaluation | 1-gen-2025 | Buccheri, Giuseppe; Reno', Roberto; Vocalelli, Giorgio | |
Taking advantage of biased proxies for forecast evaluation | 1-gen-2023 | Buccheri, Giuseppe; Renò, Roberto; Vocalelli, Giorgio |