statistiche ricercatore

Nome	#
Volatility Smiles and the Information Content of News	46
A Stochastic Variance Model For Absolute Returns	42
Sign and Volatility Switching ARCH Models	41
Stochastic Behavior of Deterministic Utility Functions	41
A Two Factor Arbitrage Model with Optimal Filtering Behavior	41
Approximating Volatility Diffusions with CEV-ARCH Models	39
Weak Convergence and Distributional Assumptions for a General Class of Non Linear ARCH Models	39
Modeling the Changing Asymmetry of Conditional Variances	39
Fundamental Properties of Bond Prices in Models of the Short-Term Rate	38
Asymmetric Stock Market Volatility and the Cyclical Behavior of Expected Returns	37
Continuous Time Conditionally Heteroskedastic Models: Theory with Applications to the Term Structure of Interest Rates	35
Asymmetries and Non-Linearities in the Economic Activity	35
Dynamiques non linéaires, volatilité et équilibre	34
Recovering the Probability Density Function of Asset Prices using GARCH as Diffusion Approximations	33
Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time	33
Totale	573

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2019/2020	92	0	0	15	5	15	0	8	8	15	15	11	0
2020/2021	65	7	1	15	0	0	0	7	0	18	8	2	7
2021/2022	57	0	0	0	0	1	0	7	6	0	5	1	37
2022/2023	60	15	0	0	0	3	31	11	0	0	0	0	0
2023/2024	40	6	0	0	0	4	14	0	0	0	1	8	7
2024/2025	14	0	14	0	0	0	0	0	0	0	0	0	0
Totale													573

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