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~isPartOf:"Temi di discussione / Banca d'Italia"
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Search: subject:"Capital market returns"
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Capital market returns
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Kapitalmarktrendite
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Italien
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Bianchi, Michele Leonardo
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Temi di discussione / Banca d'Italia
Working paper / National Bureau of Economic Research, Inc.
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Are the log-returns of Italian open-end mutual funds normally distributed? : a risk assessment perspective
Bianchi, Michele Leonardo
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2014
Persistent link: https://www.econbiz.de/10010495699
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2
Two EGARCH models and one fat tail
Caivano, Michele
;
Harvey, Andrew C.
-
2014
Persistent link: https://www.econbiz.de/10010495720
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3
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Leonardo Bianchi, Michele
;
Fabozzi, Frank J.
;
Račev, …
-
2014
Persistent link: https://www.econbiz.de/10010414284
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