statistiche ricercatore

Continente	#
EU - Europa	942
NA - Nord America	795
AS - Asia	548
SA - Sud America	113
OC - Oceania	13
AF - Africa	9
Continente sconosciuto - Info sul continente non disponibili	2
Totale	2.422

Nome	#
Heston model: shifting on the volatility surface	222
Spot volatility estimation using delta sequences	133
Does it take Volume to move Electricity prices?	107
Price and volatility co-jumps	93
A quantitative approach to Faber's tactical asset allocation	92
Systemic co-jumps	90
EXcess Idle Time	89
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like	89
The drift burst hypothesis	89
Systematic staleness	88
Zero Sigma	86
Efficient Multipowers*	86
Nonparametric stochastic volatility	81
Threshold estimation of Markov models with jumps and interest rate modeling	79
Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling	79
High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame?	79
Introduction to the special issue: financial mathematics and econometrics	78
Structural Stochastic Volatility	76
Zeros	74
β in the tails	73
The Italian debt not-so-flash crash	70
Time-varying leverage effects	64
Smiling twice: The Heston++ model	64
Detecting States of Distress in Financial Markets: The Case of the Italian Sovereign Debt	62
Jumps or Staleness?	57
Nonstandard Errors	52
Taking advantage of biased proxies for forecast evaluation	50
Realized drift	40
Taking advantage of biased proxies for forecast evaluation	38
The Liquidity Uncertainty Premium Puzzle	36
BUMVU estimators	33
Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting	27
Totale	2.476

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2020/2021	114	0	0	0	20	17	22	11	7	3	4	23	7
2021/2022	153	4	21	8	3	5	24	5	16	14	6	11	36
2022/2023	371	24	21	49	37	36	100	5	21	56	6	10	6
2023/2024	200	12	17	22	11	29	52	6	14	1	2	20	14
2024/2025	600	30	37	40	92	29	29	7	32	63	29	75	137
2025/2026	617	148	146	117	206	0	0	0	0	0	0	0	0
Totale													2.476

CATALOGO DEI PRODOTTI DELLA RICERCA