Sfoglia per Autore
Isotonicity properties of generalized quantiles
2012 Bellini, F
Convex comparison of minimal divergence martingale measures in discrete time models
2012 Bellini, F
Haezendonck-Goovaerts risk measures and Orlicz quantiles
2012 Bellini, F; ROSAZZA GIANIN, E
Convex ordering of Esscher and minimal entropy martingale measures for discrete time models
2012 Bellini, F; Sgarra, C
Option pricing in a dynamic Variance Gamma model
2011 Mercuri, L; Bellini, F
Misspecification and domain issues in fitting Garch(1,1) models
2009 Bellini, F; Bottolo, L
Optimal portfolios with Haezendonck risk measures
2008 Bellini, F; ROSAZZA GIANIN, E
On Haezendonck risk measures
2008 Bellini, F; ROSAZZA GIANIN, E
Conditional tail behaviour and value at risk
2007 Bellini, F; Figa Talamanca, G
Stationarity domains for delta-power Garch process with heavy tails
2007 Bellini, F; Bottolo, L
Coherent distortion risk measures and higher order stochastic dominances
2007 Bellini, F; Caperdoni, C
Runs tests for assessing volatility forecastability in financial time series
2005 Bellini, F; Figa Talamanca, G
Detecting and modelling tail dependence
2004 Bellini, F; Figà Talamanca, G
Independent component analysis and immunization: An exploratory study
2003 Bellini, F; Salinelli, E
On the existence of minimax martingale measures
2002 Bellini, F; Frittelli, M
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