Sfoglia per Autore
Bayesian Analysis of Value-at-Risk with Product Partition Models
2009-01-01 Delpini, Danilo; Bormetti, G; De Giuli, M. E.; Tarantola, C.
Modeling and analysis of financial time series beyond geometric Brownian motion
2010-01-01 Delpini, Danilo
Modeling and Analysis of Financial Time Series beyond Geometric Brownian Motion
2010-01-01 Delpini, Danilo
Option pricing under Ornstein-Uhlenbeck stochastic volatility: a linear model
2010-01-01 Bormetti, G; Cazzola, V; Delpini, Danilo
The low volatility fluctuations regime of the exponential Ornstein-Uhlenbeck model
2010-01-01 Bormetti, Giacomo; Cazzola, Valentina; Delpini, Danilo; Montagna, Guido; Nicrosini, Oreste
Exact moment scaling from multiplicative noise
2010-01-01 Bormetti, G; Delpini, Danilo
Accounting for risk of non linear portfolios: a novel Fourier approach
2010-01-01 Bormetti, G; Cazzola, V; Delpini, Danilo; Livan, G.
Minimal model of financial stylized facts
2011-01-01 Delpini, Danilo; Bormetti, Giacomo
Minimal model of financial stylized facts
2011-01-01 Delpini, Danilo; Bormetti, Giacomo
Bayesian Value-at-Risk with product partition models
2012-01-01 Bormetti, Giacomo; DE GIULI MARIA, Elena; Delpini, Danilo; Tarantola, Claudia
Evolution of Controllability in Interbank Networks
2013-01-01 Delpini, Danilo; Battiston, S; Riccaboni, M; Gabbi, G; Pammolli, F; Caldarelli, G.
The power to control
2013-01-01 Galbiati, M; Delpini, Danilo; Battiston, S.
Stochastic volatility with heterogeneous time scales
2015-01-01 Delpini, Danilo; Bormetti, G.
Similarity and systemic risk in the network of mutual fund holdings
2019-01-01 Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo
Similarity and systemic risk in the network of mutual fund holdings
2019-01-01 Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo
Systemic Risk from Investment Similarities
2019-01-01 Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo
Portfolio diversification, differentiation and the robustness of holdings networks
2020-01-01 Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo
The Effects of Defensive Medicine in Physician–Patient Dynamics: An Agent-Based Approach
2022-01-01 Delpini, D.; Russu, P.
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Bayesian Analysis of Value-at-Risk with Product Partition Models | 1-gen-2009 | Delpini, Danilo; Bormetti, G; De Giuli, M. E.; Tarantola, C. | |
| Modeling and analysis of financial time series beyond geometric Brownian motion | 1-gen-2010 | Delpini, Danilo | |
| Modeling and Analysis of Financial Time Series beyond Geometric Brownian Motion | 1-gen-2010 | Delpini, Danilo | |
| Option pricing under Ornstein-Uhlenbeck stochastic volatility: a linear model | 1-gen-2010 | Bormetti, G; Cazzola, V; Delpini, Danilo | |
| The low volatility fluctuations regime of the exponential Ornstein-Uhlenbeck model | 1-gen-2010 | Bormetti, Giacomo; Cazzola, Valentina; Delpini, Danilo; Montagna, Guido; Nicrosini, Oreste | |
| Exact moment scaling from multiplicative noise | 1-gen-2010 | Bormetti, G; Delpini, Danilo | |
| Accounting for risk of non linear portfolios: a novel Fourier approach | 1-gen-2010 | Bormetti, G; Cazzola, V; Delpini, Danilo; Livan, G. | |
| Minimal model of financial stylized facts | 1-gen-2011 | Delpini, Danilo; Bormetti, Giacomo | |
| Minimal model of financial stylized facts | 1-gen-2011 | Delpini, Danilo; Bormetti, Giacomo | |
| Bayesian Value-at-Risk with product partition models | 1-gen-2012 | Bormetti, Giacomo; DE GIULI MARIA, Elena; Delpini, Danilo; Tarantola, Claudia | |
| Evolution of Controllability in Interbank Networks | 1-gen-2013 | Delpini, Danilo; Battiston, S; Riccaboni, M; Gabbi, G; Pammolli, F; Caldarelli, G. | |
| The power to control | 1-gen-2013 | Galbiati, M; Delpini, Danilo; Battiston, S. | |
| Stochastic volatility with heterogeneous time scales | 1-gen-2015 | Delpini, Danilo; Bormetti, G. | |
| Similarity and systemic risk in the network of mutual fund holdings | 1-gen-2019 | Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo | |
| Similarity and systemic risk in the network of mutual fund holdings | 1-gen-2019 | Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo | |
| Systemic Risk from Investment Similarities | 1-gen-2019 | Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo | |
| Portfolio diversification, differentiation and the robustness of holdings networks | 1-gen-2020 | Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo | |
| The Effects of Defensive Medicine in Physician–Patient Dynamics: An Agent-Based Approach | 1-gen-2022 | Delpini, D.; Russu, P. |
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile