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~person:"Bhattacharya, Debopam"
~person:"Romagnoli, Silvia"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
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Multivariate Verteilung
9
Multivariate distribution
9
Portfolio selection
4
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4
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3
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3
Option pricing theory
3
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Bhattacharya, Debopam
Romagnoli, Silvia
Hammoudeh, Shawkat
26
Tiwari, Aviral Kumar
21
McAleer, Michael
18
Mensi, Walid
18
Reboredo, Juan Carlos
18
Weiß, Gregor
17
Kim, Jong-Min
16
Guesmi, Khaled
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Nguyen, Duc Khuong
15
Smith, Michael S.
14
Asai, Manabu
13
Serletis, Apostolos
13
Ghorbel, Ahmed
12
Hafner, Christian M.
12
Wied, Dominik
12
Bouri, Elie
11
DeSarbo, Wayne
11
Hamori, Shigeyuki
11
Härdle, Wolfgang
11
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11
Manner, Hans
11
Shi, Peng
11
Gupta, Rangan
10
Hruschka, Harald
10
Okhrin, Ostap
10
Prokhorov, Artem
10
Uddin, Mohammed Gazi Salah
10
Wu, Ximing
10
Yoon, Seong-min
10
Zimmer, David M.
10
Al-Yahyaee, Khamis Hamed
9
Czado, Claudia
9
Gil-Alaña, Luis A.
9
MacKinnon, James G.
9
Patton, Andrew J.
9
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9
Yang, Jingping
9
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8
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The European journal of finance
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ECONIS (ZBW)
11
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1
The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and diversification before and during the pandemic era
Martiradonna, Monica
;
Romagnoli, Silvia
;
Santini, Amia
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284561
Saved in:
2
Climate risks and weather derivatives : a copula-based pricing model
Bressan, Giacomo Maria
;
Romagnoli, Silvia
- In:
Journal of financial stability
54
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012794104
Saved in:
3
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
Saved in:
4
Multivariate
digital options with memory
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 649-660
Persistent link: https://www.econbiz.de/10009509839
Saved in:
5
A generalized approach to optimal hedging with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
Saved in:
6
A copula-based quantile risk measure approach to estimate the optimal hedge ratio
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 658-675
Persistent link: https://www.econbiz.de/10010507942
Saved in:
7
A clusterized copula-based probability distribution of a counting variable for high-dimensional problems
Bernardi, Enrico
;
Romagnoli, Silvia
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 3-26
Persistent link: https://www.econbiz.de/10009781092
Saved in:
8
The dependence structure of running maxima and minima : results and option pricing applications
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 35-58
Persistent link: https://www.econbiz.de/10003955657
Saved in:
9
Computing the volume of n-dimensional copulas
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 307-314
Persistent link: https://www.econbiz.de/10003916180
Saved in:
10
Asymptotic inference from multi-stage samples
Bhattacharya, Debopam
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 145-171
Persistent link: https://www.econbiz.de/10002538644
Saved in:
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