DE BLASIS, Riccardo

DE BLASIS, Riccardo  

Dipartimento di Management  

Mostra records
Risultati 1 - 14 di 14 (tempo di esecuzione: 0.016 secondi).
Titolo Data di pubblicazione Autore(i) File
A multivariate high-order markov model for the income estimation of a wind farm 1-gen-2021 de Blasis, R.; Masala, G. B.; Petroni, F.
A multivariate Markov chain stock model 1-gen-2020 D'Amico, G.; De Blasis, R.
A review of the dividend discount model: From deterministic to stochastic models 1-gen-2020 D'Amico, G.; De Blasis, R.
A Semi-Markov Approach to Financial Modelling During the COVID-19 Pandemic 1-gen-2023 De Blasis, Riccardo
Arbitrage, contract design, and market structure in Bitcoin futures markets 1-gen-2022 De Blasis, R.; Webb, A.
Confidence sets for dynamic poverty indexes 1-gen-2021 D'Amico, G.; De Blasis, R.
Entropy Measures for Credit Sovereign Ratings: The European Union Case 1-gen-2022 D’Amico, G.; De Blasis, R.; Di Basilio, B.
Intelligent design: stablecoins (in)stability and collateral during market turbulence 1-gen-2023 De Blasis, Riccardo; Galati, Luca; Webb, Alexander; Webb, Robert I
Novel advancements in the Markov chain stock model: analysis and inference 1-gen-2017 Barbu, V. S.; D'Amico, G.; De Blasis, R.
Perturbation analysis for dynamic poverty indexes 1-gen-2022 D’Amico, Guglielmo; DE BLASIS, Riccardo; Gismondi, Fulvio
Price leadership and volatility linkages between oil and renewable energy firms during the covid-19 pandemic 1-gen-2021 De Blasis, R.; Petroni, F.
The Mixture Transition Distribution approach to networks: Evidence from stock markets 1-gen-2023 D'Amico, G.; De Blasis, R.; Petroni, F.
The price leadership share: a new measure of price discovery in financial markets 1-gen-2020 De Blasis, R.
Weighted-indexed semi-Markov model: calibration and application to financial modeling 1-gen-2023 De Blasis, Riccardo