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Maggi, Mario's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,758 |
Total
Citations
2 |
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1.
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Fantazzini, Dean
De Giuli, Maria Elena
affiliation not provided to SSRN Maggi, Mario
affiliation not provided to SSRN
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895
(11,157)
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Firm value, No arbitrage, Structural models, Bivariate option, Copula, Default Probability
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2.
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Fantazzini, Dean
De Giuli, Maria Elena
affiliation not provided to SSRN Maggi, Mario
affiliation not provided to SSRN Bianchi, Carluccio
affiliation not provided to SSRN Carta, Alessandro
affiliation not provided to SSRN
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08 Apr 08
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Last Revised:
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23 Dec 11
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547
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Forecasting, Industrial Production, Copula, VAR models, Vector Auto Regression
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3.
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Maggi, Mario
affiliation not provided to SSRN Fantazzini, Dean
affiliation not provided to SSRN Carta, Alessandro
affiliation not provided to SSRN
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224
(67,302)
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1
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Discrete-time Affine Term Structure Models, ARCH, VAR, Maximum Likelihood Estimation, Affine Models, Term Structure Models, Inverse Gaussian
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4.
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Bianchi, Carluccio
affiliation not provided to SSRN De Giuli, Maria Elena
affiliation not provided to SSRN Fantazzini, Dean
affiliation not provided to SSRN Maggi, Mario
affiliation not provided to SSRN
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20 Sep 11
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Last Revised:
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23 Dec 11
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92
(144,451)
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Copulas, Copula-GARCH models, Maximum Likelihood, Simulation, Small Sample Properties
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5.
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Fantazzini, Dean
Maggi, Mario
affiliation not provided to SSRN
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credit ratings, credit default, default probabilities, probability of default, financial crises, firm value, KMV, Lehman, Merton, no arbitrage, option pricing, structural models, Zero price probability, ZPP
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6.
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Fantazzini, Dean
Maggi, Mario
affiliation not provided to SSRN
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Exogenous liquidity, Market liquidity, Market volatility, Maximum drawdown, Mean volatility, Sharpe ratio, Skewness
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7.
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Bianchi, Carluccio
affiliation not provided to SSRN De Giuli, Maria Elena
affiliation not provided to SSRN Maggi, Mario
affiliation not provided to SSRN Fantazzini, Dean
affiliation not provided to SSRN
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Records 1 -
7
of 7 matches
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1
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