statistiche ricercatore

Nome	#
Risk measurement using the mixed tempered stable distribution	93
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization	76
On properties of the MixedTS distribution and its multivariate extension	72
VIX computation based on affine stochastic volatility models in discrete time	68
A machine learning algorithm for stock picking built on information based outliers	68
Some empirical evidence on the need of more advanced approaches in mortality modeling	67
Approximation of the variance gamma model with a finite mixture of normals	67
Implicit expectiles and measures of implied volatility	67
COGARCH(p, q): Simulation and inference with the yuima package	62
Risk parity for Mixed Tempered Stable distributed sources of risk	58
Mixed tempered stable distribution	58
Discrete-Time Approximation of a Cogarch(p,q) Model and its Estimation	57
Constructing a class of stochastic volatility models: empirical investigation with VIX data	56
Portfolio selection with independent component analysis	49
Option pricing in an exponential MixedTS Lévy process	26
On multivariate extensions of the Mixed Tempered Stable distribution	25
Totale	969

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2019/2020	219	0	0	0	0	34	28	32	31	37	23	27	7
2020/2021	119	10	12	11	6	5	5	2	7	9	8	11	33
2021/2022	105	1	5	12	3	1	10	4	12	6	13	21	17
2022/2023	111	18	1	2	1	13	15	1	13	19	21	6	1
2023/2024	75	8	11	5	5	5	5	1	0	0	17	3	15
2024/2025	82	4	13	7	22	36	0	0	0	0	0	0	0
Totale													969

RE.PUBLIC@POLIMI pubblicazioni di ricerca del Politecnico di Milano