Federico Severino

Université Laval

Assistant professor

Pavillon Palasis-Prince

2325 rue de la Terrasse

Québec, Quebec G1V 0A6

Canada

http://https://federicoseverino.org

Université Laval - Faculty of Business Administration

SCHOLARLY PAPERS

4

DOWNLOADS

613

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

A Persistence-Based Wold-Type Decomposition for Stationary Time Series

Number of pages: 50 Posted: 15 Dec 2011 Last Revised: 31 Jul 2019
Fulvio Ortu, Federico Severino, Andrea Tamoni and Claudio Tebaldi
Bocconi University - Department of Finance, Université Laval, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Bocconi University - CAREFIN - Centre for Applied Research in Finance
Downloads 344 (125,599)
Citation 4

Abstract:

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Wold decomposition, temporal aggregation, persistence heterogeneity, forecasting

2.

Isometric Operators on Hilbert Spaces and Wold Decomposition of Stationary Time Series

Decisions in Economics and Finance 39(2), 203-234, 2016
Number of pages: 34 Posted: 06 May 2015 Last Revised: 21 Sep 2018
Federico Severino
Université Laval
Downloads 138 (293,505)
Citation 2

Abstract:

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isometry, Hilbert space, Wold decomposition, stationary time series.

3.

Long-Term Risk with Stochastic Interest Rates

Number of pages: 45 Posted: 13 Feb 2018 Last Revised: 30 Aug 2022
Federico Severino
Université Laval
Downloads 121 (323,764)

Abstract:

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long-term risk, stochastic interest rates, yields, forward measure, pricing kernel decomposition

4.

Heterogeneous Awareness in Financial Markets

Number of pages: 26 Posted: 23 Sep 2022
Matteo Madotto and Federico Severino
University of Sussex - Department of Economics and Université Laval
Downloads 10 (807,824)

Abstract:

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unawareness, awareness of unawareness, information acquisition, equilibrium prices, financial markets.