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Bianchi, Michele Leonardo


 SSRN Author Rank: 34,582 by Downloads
 

Bank of Italy


 Via Nazionale 91
 00184 Rome, I - 00184
 Italy
 email address

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. Bianchi, Michele Leonardo's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
627
Total
Citations
2
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Computing VAR and AVaR in Infinitely Divisible Distributions | Show Abstract | Download |
Yale ICF Working Paper No. 09-07
Working Paper Series
Kim, Young Shin
University of Karlsruhe
Rachev, Svetlozar
Stony Brook University
Bianchi, Michele Leonardo
Bank of Italy
Fabozzi, Frank J.
EDHEC Business School
Posted:
08 May 09
237
(72,740)
1

2.  
Panetta, Fabio
Bank of Italy
Bianchi, Michele Leonardo
Bank of Italy
Bofondi, Marcello
Bank of Italy
Borselli, Fabrizio
Bank of Italy
Bulligan, Guido
Bank of Italy
Buoncompagni, Alessandro
Bank of Italy
Cappabianca, Mario
Bank of Italy
Carpinelli, Luisa
Bank of Italy
Chiabrera, Agostino
Bank of Italy
Columba, Francesco
International Monetary Fund (IMF)
de Blasio, Guido
Bank of Italy
D'Ignazio, Alessio
University of Cambridge - Faculty of Economics and Politics
Fabrizi, Cristina
Bank of Italy
Gola, Carlo
Bank of Italy
Sabbatini, Roberto
Bank of Italy
Signoretti, Federico Maria
Bank of Italy
Zollino, Francesco
Bank of Italy
Posted:
27 Oct 10
104
(151,054)
1

3.  
Bianchi, Michele Leonardo
Bank of Italy
Chiabrera, Agostino
Bank of Italy
Posted:
23 May 12
92
(164,239)
 

4.  
An Empirical Comparison of Alternative Credit Default Swap Pricing Models | Show Abstract | Download |
Bank of Italy Temi di Discussione (Working Paper) No. 882
Working Paper Series
Bianchi, Michele Leonardo
Bank of Italy
Posted:
23 Oct 12
74
(187,919)
 

5.  
Italian Open-End Funds: Performance of Asset Management Companies | Show Abstract | Download |
Bank of Italy Temi di Discussione (Working Paper) No. 795
Working Paper Series
Bianchi, Michele Leonardo
Bank of Italy
Miele, Maria Grazia
Bank of Italy
Posted:
10 May 11
55
(219,639)
 

6.  
Tempered Stable Ornstein-Uhlenbeck Processes: A Practical View | Show Abstract | Download |
Bank of Italy Temi di Discussione (Working Paper) No. 912
Working Paper Series
Bianchi, Michele Leonardo
Bank of Italy
Rachev, Svetlozar
Stony Brook University
Fabozzi, Frank J.
EDHEC Business School
Posted:
21 Jun 13
37
(258,798)
 

7.  
Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models | Show Abstract | Download |
Bank of Italy Temi di Discussione (Working Paper) No. 944
Working Paper Series
Bianchi, Michele Leonardo
Bank of Italy
Fabozzi, Frank J.
EDHEC Business School
Rachev, Svetlozar
Stony Brook University
Posted:
25 Mar 14
21
(310,288)
 

8.  
Bianchi, Michele Leonardo
Bank of Italy
Posted:
09 Jul 14
6
(371,179)
 

9.  
Multi-Tail Generalized Elliptical Distributions for Asset Returns | Show Abstract | Download |
Econometrics Journal, Vol. 12, Issue 2, pp. 272-291, July 2009
Accepted Paper Series
Kring, Sebastian
University of Karlsruhe
Rachev, Svetlozar
Stony Brook University
Höchstötter, Markus
affiliation not provided to SSRN
Fabozzi, Frank J.
EDHEC Business School
Bianchi, Michele Leonardo
Bank of Italy
Posted:
08 Oct 09
1
(397,926)
 


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