Sfoglia per Autore
A comparative study of some univariate models for Value-at-Risk
2007-01-01 D'Addona, Stefano
Time Varying Sensitivities on a GRID Architecture
2007-01-01 D'Addona, Stefano; Ciprian, M.
A comparison of some univariate models for Value-at-Risk and Expected Shortfall
2007-01-01 D'Addona, Stefano; Marinelli, C; Rachev, Z.
An empirical investigation of the Italian stock market based on the three factor model
2008-01-01 D'Addona, Stefano; Brighi, P.
An Empirical Investigation of the Italian Stock Market Based on the Augmented Fama and French Three-Factor Pricing Model
2008-01-01 Brighi, P.; D'Addona, Stefano
TESTING HABITS IN AN ASSET PRICING MODEL
2009-01-01 D'Addona, Stefano; M., Boschi; A., Goenka
Too Small or too Low? New Evidence on the 4-Factor Model
2010-01-01 D'Addona, Stefano; Brighi, Paola; Della Bina, Antonio
Information Quality and Stock Return Revisited
2010-01-01 D'Addona, Stefano; Brevik, F.
Long-Run Evidence Using Multifactor Asset Pricing Models
2011-01-01 D'Addona, Stefano; Brighi, Paola; Della Bina, Antonio
Rational Ignorance In Long-Run Risk Models
2011-01-01 D'Addona, Stefano; Brevik, Frode
Output and interest rate volatility as determinants of FDI
2011-01-01 Cavallari, Lilia; D'Addona, Stefano
Too small or too low? New evidence of the 4-factor model
2012-01-01 D'Addona, Stefano; Brighi, Paola; Della Bina, Antonio
Testing External Habits in an Asset Pricing Model
2012-01-01 D'Addona, Stefano; Boschi, M; Goenka, A.
Multivariate heavy-tailed models for Value-at-Risk estimation
2012-01-01 D'Addona, Stefano; Marinelli, C; S., Rachev
Forced Manager Turnovers in English Soccer Leagues: A Long-Term Perspective
2012-01-01 D'Addona, Stefano; Kind, A.
Is Ignorance Bliss? The Cost of Business Cycle Uncertainty
2013-01-01 D'Addona, Stefano; Brevik, Frode
Economia: Quesiti
2013-01-01 D'Addona, Stefano; Grassano, N; Montresor, S.
Trade margins and exchange rate regimes: new evidence from a Panel VAR
2013-01-01 Cavallari, Lilia; D'Addona, Stefano
The British Opt-Out from the European Monetary Union: Empirical Evidence from Monetary Policy Rules
2013-01-01 D'Addona, Stefano; Musumeci, I.
The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models
2013-01-01 D'Addona, Stefano; Brighi, Paola; Della Bina, Antonio
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile