FINANZA QUANTITATIVA | Ricerc@Sapienza

FINANZA QUANTITATIVA

cun id:

800

Joint VaR and ES forecasting in a multiple quantile regression framework

Submitted by Anonimo (not verified) on Tue, 19/04/2022 - 10:23

Liquidity Risk and the Prophecy of the 2020s: A decade later

Submitted by Anonimo (not verified) on Tue, 19/04/2022 - 10:12

A Mixture of Heterogeneous Models with Time Dependent Weights for financial time series

Submitted by Anonimo (not verified) on Tue, 19/04/2022 - 09:52

Ottimizzazione e diversificazione per la gestione del rischio finanziario e la selezione di portafoglio

Submitted by Anonimo (not verified) on Tue, 19/04/2022 - 07:38

The Use of Innovative Algorithms of Machine Learning: A Promising Forecasting Approach for Loss Given Default

Submitted by Anonimo (not verified) on Wed, 13/04/2022 - 12:41

Actuarial and financial risk management solutions in a pandemic mortality framework

Submitted by Anonimo (not verified) on Wed, 13/04/2022 - 12:32

(In)Efficienza e (In)Completezza dei Mercati Finanziari

Submitted by Anonimo (not verified) on Wed, 13/04/2022 - 12:20

Volume-volatility puzzle and market liquidity

Submitted by Anonimo (not verified) on Mon, 11/04/2022 - 12:48

Sustainable Investments: Key Performance Indicators and Financial Risk Mitigation

Submitted by Anonimo (not verified) on Mon, 11/04/2022 - 12:48

Modelli ed analisi causale dei dati

Submitted by Anonimo (not verified) on Mon, 11/04/2022 - 12:48

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