DELPINI, Danilo

DELPINI, Danilo  

SCIENZE ECONOMICHE E AZIENDALI  

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Titolo Data di pubblicazione Autore(i) File
Accounting for risk of non linear portfolios: a novel Fourier approach 1-gen-2010 Bormetti, G; Cazzola, V; Delpini, Danilo; Livan, G.
Bayesian Analysis of Value-at-Risk with Product Partition Models 1-gen-2009 Delpini, Danilo; Bormetti, G; De Giuli, M. E.; Tarantola, C.
Bayesian Value-at-Risk with product partition models 1-gen-2012 Bormetti, Giacomo; DE GIULI MARIA, Elena; Delpini, Danilo; Tarantola, Claudia
Defensive medicine and strategic interactions in physician–patient networks 1-gen-2023 Delpini, Danilo; Russu, Paolo
Evolution of Controllability in Interbank Networks 1-gen-2013 Delpini, Danilo; Battiston, S; Riccaboni, M; Gabbi, G; Pammolli, F; Caldarelli, G.
Exact moment scaling from multiplicative noise 1-gen-2010 Bormetti, G; Delpini, Danilo
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
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
Portfolio diversification, differentiation and the robustness of holdings networks 1-gen-2020 Delpini, D; Battiston, S; Caldarelli, G; Riccaboni, M
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
Stochastic volatility with heterogeneous time scales 1-gen-2015 Delpini, Danilo; Bormetti, G.
Systemic Risk from Investment Similarities 1-gen-2019 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.
The low volatility fluctuations regime of the exponential Ornstein-Uhlenbeck model 1-gen-2010 Bormetti, Giacomo; Cazzola, Valentina; Delpini, Danilo; Montagna, Guido; Nicrosini, Oreste
The power to control 1-gen-2013 Galbiati, M; Delpini, Danilo; Battiston, S.