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Bormetti, Giacomo's
Scholarly Papers
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Total Downloads
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1.
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Angelini, Natascia University of Bologna - Faculty of Economics Bormetti, Giacomo Scuola Normale Superiore Marmi, Stefano Scuola Normale Superiore Nardini, Franco University of Bologna - Department of Mathematics
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Valuation Ratios, Long Run Stock Market Returns
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Bormetti, Giacomo Scuola Normale Superiore Calcagnile, Lucio Maria Scuola Normale Superiore Treccani, Michele List Group Corsi, Fulvio List Group Marmi, Stefano Scuola Normale Superiore Lillo, Fabrizio University of Palermo
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31 Jan 13
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Last Revised:
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12 Mar 13
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price cojumps, Hawkes processes, systemic shocks, high frequency data
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Delpini, Danilo Istituto dei Sistemi Complessi (ISC) - CNR Bormetti, Giacomo Scuola Normale Superiore
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31 May 12
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03 Apr 13
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Continuous Time Stochastic Volatility, Long Memory, Generalized Methods of Moments
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Bormetti, Giacomo Scuola Normale Superiore Cazzola, Valentina affiliation not provided to SSRN Livan, Giacomo Abdus Salam International Centre Theoretical Physics (ICTP) Montagna, Guido University of Pavia and INFN, Pavia Unit Nicrosini, Oreste Istituto Nazionale di Fisica Nucleare Sezione di Pavia
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Models of financial markets, Value-at-Risk, CVaR, Bootstrap
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Records 1 -
4
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