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Rroji, Edit
Bellini, Fabio
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Implicit quantiles and
expectiles
Bellini, Fabio
;
Rroji, Edit
;
Sala, Carlo
- In:
Risk management decisions and value under uncertainty
,
(pp. 733-753)
.
2022
Persistent link: https://www.econbiz.de/10013342040
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2
On the dependence structure between S&P500, VIX and implicit Interexpectile Differences
Bellini, Fabio
;
Mercuri, Lorenzo
;
Rroji, Edit
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1839-1848
Persistent link: https://www.econbiz.de/10012313519
Saved in:
3
Implicit
expectiles
and measures of implied volatility
Bellini, Fabio
;
Mercuri, Lorenzo
;
Rroji, Edit
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1851-1864
Persistent link: https://www.econbiz.de/10012262851
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