statistiche ricercatore

Nome	#
Volatility Smiles and the Information Content of News	49
A Stochastic Variance Model For Absolute Returns	45
Stochastic Behavior of Deterministic Utility Functions	44
A Two Factor Arbitrage Model with Optimal Filtering Behavior	44
Sign and Volatility Switching ARCH Models	43
Approximating Volatility Diffusions with CEV-ARCH Models	41
Weak Convergence and Distributional Assumptions for a General Class of Non Linear ARCH Models	41
Modeling the Changing Asymmetry of Conditional Variances	41
Asymmetric Stock Market Volatility and the Cyclical Behavior of Expected Returns	40
Fundamental Properties of Bond Prices in Models of the Short-Term Rate	40
Continuous Time Conditionally Heteroskedastic Models: Theory with Applications to the Term Structure of Interest Rates	38
Asymmetries and Non-Linearities in the Economic Activity	37
Dynamiques non linéaires, volatilité et équilibre	37
Recovering the Probability Density Function of Asset Prices using GARCH as Diffusion Approximations	36
Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time	36
Totale	612

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2019/2020	57	0	0	0	0	0	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	53	0	14	0	24	15	0	0	0	0	0	0	0
Totale													612

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