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A generalized variance gamma process for financial applications
2012-01-01 MARFE R
A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE
2012-01-01 MARFE R
Multivariate Lévy processes with dependent jump intensity
2014-01-01 MARFE R
Disaster Recovery and the Term Structure of Dividend Strips
2016-01-01 HASLER M; MARFE R
Corporate Fraction and the Equilibrium Term Structure of Equity Risk
2016-01-01 MARFE R
Income Insurance and the Equilibrium Term Structure of Equity
2017-01-01 Marfe R
Rational Learning and Term Structures
2019-01-01 Hasler M; Khapko M; Marfe R
Should Investors Learn about the Timing of Equity Risk?
2019-01-01 Hasler M; Khapko M; Marfe R
Dynamic Equity Slope
2020-01-01 Matthijs Breugem; Stefano Colonnello; Roberto Marfe'; Francesca Zucchi
Pandemic Tail Risk
2020-01-01 Matthijs Breugem; Raffaele Corvino; Roberto Marfe'; Lorenzo Schoenleber
Dynamic Equity Slope
2020-01-01 Matthijs Breugem; Stefano Colonnello; Roberto Marfe'; Francesca Zucchi
Rational Learning and the Term Structures of Value and Growth Risk Premia
2020-01-01 Michael Hasler; Mariana Khapko; Roberto Marfe'
Long-run versus short-run news and the term structure of equity
2020-01-01 Breugem M; Marfe' R
Housing Yields
2021-01-01 Stefano Colonnello, Roberto Marfe', Qizhou Xiong
Housing Yields
2023-01-01 Stefano Colonnello, Roberto Marfe', Qizhou Xiong
Measuring Macroeconomic Tail Risk
2024-01-01 Roberto Marfe'; Julien Penasse
Dynamic Equity Slope
2024-01-01 Matthijs Breugem, Stefano Colonnello, Roberto Marfe, Francesca Zucchi
Pandemic Tail Risk
2024-01-01 Matthijs Breugem; Raffaele Corvino; Roberto Marfe; Lorenzo Schoenleber
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A generalized variance gamma process for financial applications | 2012 | MARFE R | |
| A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE | 2012 | MARFE R | |
| Multivariate Lévy processes with dependent jump intensity | 2014 | MARFE R | |
| Disaster Recovery and the Term Structure of Dividend Strips | 2016 | HASLER M; MARFE R | |
| Corporate Fraction and the Equilibrium Term Structure of Equity Risk | 2016 | MARFE R | |
| Income Insurance and the Equilibrium Term Structure of Equity | 2017 | Marfe R | |
| Rational Learning and Term Structures | 2019 | Hasler M; Khapko M; Marfe R | |
| Should Investors Learn about the Timing of Equity Risk? | 2019 | Hasler M; Khapko M; Marfe R | |
| Dynamic Equity Slope | 2020 | Matthijs Breugem; Stefano Colonnello; Roberto Marfe'; Francesca Zucchi | |
| Pandemic Tail Risk | 2020 | Matthijs Breugem; Raffaele Corvino; Roberto Marfe'; Lorenzo Schoenleber | |
| Dynamic Equity Slope | 2020 | Matthijs Breugem; Stefano Colonnello; Roberto Marfe'; Francesca Zucchi | |
| Rational Learning and the Term Structures of Value and Growth Risk Premia | 2020 | Michael Hasler; Mariana Khapko; Roberto Marfe' | |
| Long-run versus short-run news and the term structure of equity | 2020 | Breugem M; Marfe' R | |
| Housing Yields | 2021 | Stefano Colonnello, Roberto Marfe', Qizhou Xiong | |
| Housing Yields | 2023 | Stefano Colonnello, Roberto Marfe', Qizhou Xiong | |
| Measuring Macroeconomic Tail Risk | 2024 | Roberto Marfe'; Julien Penasse | |
| Dynamic Equity Slope | 2024 | Matthijs Breugem, Stefano Colonnello, Roberto Marfe, Francesca Zucchi | |
| Pandemic Tail Risk | 2024 | Matthijs Breugem; Raffaele Corvino; Roberto Marfe; Lorenzo Schoenleber |
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