//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Asset Price Anomalies Under Bo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
64
Volatility
39
Volatilität
37
Italien
21
Italy
20
Stochastic process
19
Stochastischer Prozess
19
Börsenkurs
17
Capital income
17
Kapitaleinkommen
17
Share price
17
Estimation
13
Financial market
13
Finanzmarkt
13
Portfolio selection
13
Portfolio-Management
13
Schätzung
13
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Finanzkrise
11
EU countries
10
EU-Staaten
10
Estimation theory
10
Financial crisis
10
Forecasting model
10
Option pricing theory
10
Optionspreistheorie
10
Prognoseverfahren
10
Schätztheorie
10
Bank regulation
8
Bankenregulierung
8
Statistische Verteilung
8
Zinsstruktur
8
Liquidity
7
Statistical distribution
7
Yield curve
7
ARCH model
6
ARCH-Modell
6
Capital structure
6
more ...
less ...
Online availability
All
Free
14
Undetermined
11
Type of publication
All
Article
41
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Aufsatz im Buch
2
Bibliografie enthalten
2
Bibliography included
2
Book section
2
Lehrbuch
2
Textbook
2
more ...
less ...
Language
All
English
62
Italian
1
Author
All
Barucci, Emilio
35
Renò, Roberto
29
Pirino, Davide
7
Corsi, Fulvio
6
Kolokolov, Aleksey
5
Marazzina, Daniele
5
Bandi, Federico M.
4
Gozzi, Fausto
4
Mancino, Maria Elvira
4
Mari, Carlo
4
Zezza, Pierluigi
3
Antonelli, Fabio
2
Del Viva, Luca
2
Gentile, Monica
2
Marmi, Stefano
2
Monte, Roberto
2
Pacati, Claudio
2
Risso, Wiston Adrián
2
Asso, Pier Francesco
1
Batten, Jonathan A.
1
Biffis, Enrico
1
Bischi, Gian Italo
1
Brachetta, Matteo
1
Brigo, Damiano
1
Caporin, Massimiliano
1
Casna, Marco
1
Christensen, Kim
1
Colozza, Tommaso
1
Cosso, Andrea
1
Dindo, Pietro
1
Fontana, Claudio
1
Francischello, Marco
1
Fusari, Nicola
1
Gardini, Laura
1
Grassetti, Francesca
1
La Bua, Gaetano
1
Landi, Leonardo
1
Malliavin, Paul
1
Mancini, Cecilia
1
Mannolini, Antonio
1
more ...
less ...
Institution
All
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
1
Published in...
All
Economic notes : economic review of Banca Monte dei Paschi di Siena
3
Economics letters
3
Quaderni del Dipartimento di Economia Politica / Università degli Studi di Siena
3
Annals of finance
2
Economic modelling
2
International journal of theoretical and applied finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of economic dynamics & control
2
LEM working paper series
2
Applied mathematical finance
1
Computational economics
1
Control systems and mathematical methods in economics : essays in honor of Vladimir M. Veliov
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Global COE Hi-Stat discussion paper series
1
International economic review
1
International journal of computational economics and econometrics
1
International journal of finance & economics : IJFE
1
Journal of economic theory
1
Journal of economics
1
Journal of evolutionary economics : JEE
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of mathematical economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Mathematical social sciences
1
New trends in banking management : with 42 tables
1
Note economiche : rivista economica del Monte dei Paschi di Siena
1
Quaderni del Dipartimento di economia politica e statistica
1
Quantitative finance
1
Research in economics : an international review of economics
1
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
1
SAFE Working Paper
1
Springer finance / Textbook
1
Springer finance textbooks
1
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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. 17-35
Persistent link: https://www.econbiz.de/10001765629
Saved in:
2
On measuring volatility and the GARCH forecasting performance
Barucci, Emilio
;
Renò, Roberto
- In:
Journal of international financial markets, …
12
(
2002
)
3
,
pp. 183-200
Persistent link: https://www.econbiz.de/10001705858
Saved in:
3
On measuring volatility of diffusion processes with high frequency data
Barucci, Emilio
;
Renò, Roberto
- In:
Economics letters
74
(
2002
)
3
,
pp. 371-378
Persistent link: https://www.econbiz.de/10001654097
Saved in:
4
An equilibrium model of insider trading in continuous time
Monte, Roberto
;
Trivellato, Barbara
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 83-128
Persistent link: https://www.econbiz.de/10003893184
Saved in:
5
On the dynamic programming approach to incentive constraint problems
Gozzi, Fausto
;
Monte, Roberto
;
Tessitore, M. Elisabetta
- In:
Control systems and mathematical methods in economics : …
,
(pp. 81-96)
.
2018
Persistent link: https://www.econbiz.de/10011975085
Saved in:
6
Heterogeneous beliefs and learning in forward looking economic models
Barucci, Emilio
- In:
Journal of evolutionary economics : JEE
9
(
1999
)
4
,
pp. 453-464
Persistent link: https://www.econbiz.de/10001432077
Saved in:
7
Exponentially fading memory learning in forward-looking economic models
Barucci, Emilio
- In:
Journal of economic dynamics & control
24
(
2000
)
5/7
,
pp. 1027-1046
Persistent link: https://www.econbiz.de/10001465695
Saved in:
8
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/10001560639
Saved in:
9
Note a margine del mercato dei BOT : analisi e proposte
Barucci, Emilio
- In:
Note economiche : rivista economica del Monte dei …
24
(
1994
)
2
,
pp. 213-238
Persistent link: https://www.econbiz.de/10001175665
Saved in:
10
Financial markets theory : equilibrium, efficiency and information
Barucci, Emilio
-
2003
Persistent link: https://www.econbiz.de/10013551318
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->