Zobrazeno 1 - 5
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pro vyhledávání: '"Neffelli, Marco"'
Autor:
Neffelli, Marco, Resta, Marina
We investigate the relationships of the VIX with US and BRIC markets. In detail, we pick up the analysis from the point left off by (Sarwar, 2012), and we focus on the period: Jan 2007 - Feb 2018, thus capturing the relations before, during and after
Externí odkaz:
http://arxiv.org/abs/1806.07556
Autor:
NEFFELLI, MARCO
The thesis contributes to the financial econometrics literature by improving the estimation of the covariance matrix among financial time series. To such aim, existing econometrics tools have been investigated and improved, while new ones have been i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d0b5612a2bea76df066057d2d6b4826d
http://hdl.handle.net/11567/945803
http://hdl.handle.net/11567/945803
Autor:
Neffelli, Marco1 marco.neffelli@edu.unige.it
Publikováno v:
Risks. Dec2018, Vol. 6 Issue 4, p125. 1p.