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Bianchi, Michele Leonardo's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
502 |
Total
Citations
2 |
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1.
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Kim, Young Shin
University of Karlsruhe Rachev, Svetlozar
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie Bianchi, Michele Leonardo
Bank of Italy Fabozzi, Frank J.
EDHEC Business School
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224
(66,489)
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1
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tempered stable distribution, infinitely divisible distribution, value-at-risk, conditional value-at-risk, average value-at-risk
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2.
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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
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97
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1
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housing market cycle, transactions, rentals, residential house prices, mortgages, real-estate investment funds, taxation of residential housing
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3.
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Bianchi, Michele Leonardo
Bank of Italy Chiabrera, Agostino
Bank of Italy
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79
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real estate investment funds, asset management, firm value model, non-normal distributions, Monte Carlo simulation
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4.
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Bianchi, Michele Leonardo
Bank of Italy Miele, Maria Grazia
Bank of Italy
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52
(196,682)
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open-end funds, asset management companies, panel data, robust estimators, normal inverse Gaussian distribution
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5.
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Bianchi, Michele Leonardo
Bank of Italy
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49
(201,949)
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credit default swap, Cox-Ingersoll-Ross, non-Gaussian Ornstein-Uhlenbeck processes, Lévy processes, Sato processes, filtering methods, unscented Kalman filter, particle filter
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6.
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Kring, Sebastian
University of Karlsruhe Rachev, Svetlozar
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie Höchstötter, Markus
affiliation not provided to SSRN Fabozzi, Frank J.
EDHEC Business School Bianchi, Michele Leonardo
Bank of Italy
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1
(342,889)
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Records 1 -
6
of 6 matches
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1
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