Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Ata de Congresso
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Checking financial markets via Benford’s law: the S&P 500 caseCorazza, Marco ; Ellero, Andrea ; Zorzi, Alberto Pizzi, Claudio ; Corazza, MarcoMathematical and Statistical Methods for Actuarial Sciences and Finance, p.93-102Milano: Springer MilanTexto completo disponível |
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2 |
Material Type: Ata de Congresso
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Energy markets: crucial relationship between pricesBencivenga, Cristina ; Sargenti, Giulia ; D’Ecclesia, Rita L. Pizzi, Claudio ; Corazza, MarcoMathematical and Statistical Methods for Actuarial Sciences and Finance, p.23-32Milano: Springer MilanTexto completo disponível |
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3 |
Material Type: Capítulo de Livro
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Tempered stable distributions and processes in finance: numerical analysisBianchi, Michele Leonardo ; Rachev, Svetlozar T. ; Kim, Young Shin ; Fabozzi, Frank J. Pizzi, Claudio ; Corazza, MarcoMathematical and Statistical Methods for Actuarial Sciences and Finance, p.33-42Milano: Springer MilanTexto completo disponível |
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4 |
Material Type: Ata de Congresso
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Some classes of multivariate risk measuresCardin, Marta ; Pagani, Elisa Pizzi, Claudio ; Corazza, MarcoMathematical and Statistical Methods for Actuarial Sciences and Finance, p.63-73Milano: Springer MilanTexto completo disponível |
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5 |
Material Type: Ata de Congresso
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A skewed GARCH-type model for multivariate financial time seriesFranceschini, Cinzia ; Loperfido, Nicola Pizzi, Claudio ; Corazza, MarcoMathematical and Statistical Methods for Actuarial Sciences and Finance, p.143-152Milano: Springer MilanTexto completo disponível |
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6 |
Material Type: Ata de Congresso
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A pattern recognition algorithm for optimal profits in currency tradingPelusi, Danilo Pizzi, Claudio ; Corazza, MarcoMathematical and Statistical Methods for Actuarial Sciences and Finance, p.253-261Milano: Springer MilanTexto completo disponível |
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7 |
Material Type: Ata de Congresso
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Transformation kernel estimation of insurance claim cost distributionsBolancé, Catalina ; Guillén, Montserrat ; Nielsen, Jens Perch Pizzi, Claudio ; Corazza, MarcoMathematical and Statistical Methods for Actuarial Sciences and Finance, p.43-51Milano: Springer MilanTexto completo disponível |
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8 |
Material Type: Ata de Congresso
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Exact and approximated option pricing in a stochastic volatility jump-diffusion modelD’Ippoliti, Fernanda ; Moretto, Enrico ; Pasquali, Sara ; Trivellato, Barbara Pizzi, Claudio ; Corazza, MarcoMathematical and Statistical Methods for Actuarial Sciences and Finance, p.133-142Milano: Springer MilanTexto completo disponível |
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9 |
Material Type: Ata de Congresso
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A simple dimension reduction procedure for corporate finance composite indicatorsMarozzi, Marco ; Santamaria, Luigi Pizzi, Claudio ; Corazza, MarcoMathematical and Statistical Methods for Actuarial Sciences and Finance, p.205-213Milano: Springer MilanTexto completo disponível |
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10 |
Material Type: Ata de Congresso
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Assessing risk perception by means of ordinal modelsCerchiello, Paola ; Iannario, Maria ; Piccolo, Domenico Pizzi, Claudio ; Corazza, MarcoMathematical and Statistical Methods for Actuarial Sciences and Finance, p.75-83Milano: Springer MilanTexto completo disponível |