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Fourier Volatility Forecasting...
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Barucci, Emilio
24
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6
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3
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3
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2
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2
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2
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A comparison result for FBSDE with applications to decisions theory
Antonelli, Fabio
;
Barucci, Emilio
;
Mancino, Maria Elvira
- In:
Mathematical methods of operations research
54
(
2001
)
3
,
pp. 407-424
Persistent link: https://www.econbiz.de/10006618232
Saved in:
2
The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability
Barucci, Emilio
;
Malliavin, Paul
;
Mancino, Maria Elvira
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 17-36
Persistent link: https://www.econbiz.de/10008215735
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3
Asset pricing with a forward-backward stochastic differential utility
Antonelli, Fabio
;
Barucci, Emilio
;
Mancino, Maria Elvira
- In:
Economics letters
72
(
2001
)
2
,
pp. 151-158
Persistent link: https://www.econbiz.de/10006774140
Saved in:
4
Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis
Mancino, Maria Elvira
;
Renò, Roberto
- In:
Applied mathematical finance
12
(
2005
)
2
,
pp. 187
Persistent link: https://www.econbiz.de/10008214117
Saved in:
5
Fourier series method for measurement of multivariate volatilities
Malliavin, Paul
;
Mancino, Maria Elvira
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10008216499
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6
The Role of a Firm’s Net Cash Payouts in Leland’s (1994) Model
Barsotti, Flavia
;
Mancino, Maria Elvira
;
Pontier, Monique
- In:
Economic notes : economic review of Banca Monte dei …
41
(
2012
)
3
,
pp. 115-145
Persistent link: https://www.econbiz.de/10010033673
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7
Fading memory learning in a class of forward-looking models with an application to hyperinflation dynamics
Barucci, Emilio
- In:
Economic modelling
18
(
2001
)
2
,
pp. 233-252
Persistent link: https://www.econbiz.de/10006278938
Saved in:
8
Incentive compatibility constraints and dynamic programming in continuous time
Barucci, Emilio
;
Gozzi, Fausto
;
Swiech, Andrzej
- In:
Journal of mathematical economics
34
(
2000
)
4
,
pp. 471-508
Persistent link: https://www.econbiz.de/10006043235
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9
Determinants of Corporate Governance in the Italian Financial Market
Barucci, Emilio
;
Falini, Jury
- In:
Economic notes : economic review of Banca Monte dei …
34
(
2005
)
3
,
pp. 371-406
Persistent link: https://www.econbiz.de/10006013645
Saved in:
10
Countercyclical contingent capital
Barucci, Emilio
;
Del Viva, Luca
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1688-1710
Persistent link: https://www.econbiz.de/10009961920
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