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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying : a comment

Pastorello, Sergio - In: Mathematical finance : an international journal of … 6 (1996) 1, pp. 111-117

Persistent link: https://www.econbiz.de/10001201642

Statistical inference for random-variance option pricing

Pastorello, Sergio; Renault, Eric; Touzi, Nizar - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 358-367

Persistent link: https://www.econbiz.de/10001493867

Estimation of objective and risk-neutral distributions based on moments of integrated volatility

Garcia, René; Lewis, Marc-André; Pastorello, Sergio; … - In: Journal of econometrics 160 (2011) 1, pp. 22-32

Persistent link: https://www.econbiz.de/10009242563

Estimating and testing non-affine option pricing models with a large unbalanced panel of options

Ferriani, Fabrizio; Pastorello, Sergio - In: The econometrics journal 15 (2012) 2, pp. 171-203

Persistent link: https://www.econbiz.de/10009614929

Predictive AI and productivity growth dynamics : evidence from French firms

Fontanelli, Luca; Guerini, Mattia; Miniaci, Raffaele; … - 2025

While artificial intelligence (AI) adoption holds the potential to enhance business operations through improved forecasting and automation, its relation with average productivity growth remain highly heterogeneous across firms. This paper shifts the focus and investigates the impact of...

Persistent link: https://www.econbiz.de/10015372694

Predictive AI and productivity growth dynamics : evidence from French firms

Fontanelli, Luca; Guerini, Mattia; Miniaci, Raffaele; … - 2025

Persistent link: https://www.econbiz.de/10015372053