E-LIB Suche - Ergebnisse für: Muzzioli, Silvia

1

A comparison of machine learning methods for predicting the..:

Campisi, Giovanni ; Muzzioli, Silvia ; De Baets, Bernard
International Journal of Forecasting. 40 (2024) 3 - p. 869-880 , 2024

Link: https://doi.org/10.1016/..

2

Hedging effectiveness of cryptocurrencies in the European s..:

Gambarelli, Luca ; Marchi, Gianluca ; Muzzioli, Silvia
Journal of International Financial Markets, Institutions and Money. 84 (2023) - p. 101757 , 2023

Link: https://doi.org/10.1016/..

3

The LGBT+ University Inclusion Index and its application to..:

Russo, Tullia ; Addabbo, Tindara ; Muzzioli, Silvia..
Soft Computing. , 2023

Link: https://doi.org/10.1007/..

4

Assessing skewness in financial markets:

Campisi, Giovanni ; La Rocca, Luca ; Muzzioli, Silvia
Statistica Neerlandica. 77 (2022) 1 - p. 48-70 , 2022

Link: https://doi.org/10.1111/..

5

Nonlinear dynamics in asset pricing: the role of a sentimen..:

Campisi, Giovanni ; Muzzioli, Silvia ; Zaffaroni, Alberto
Nonlinear Dynamics. 105 (2021) 3 - p. 2509-2523 , 2021

Link: https://doi.org/10.1007/..

6

Uncertainty about fundamental, pessimistic and overconfiden..:

Campisi, Giovanni ; Muzzioli, Silvia ; Tramontana, Fabio
Decisions in Economics and Finance. 44 (2021) 2 - p. 707-726 , 2021

Link: https://doi.org/10.1007/..

7

Designing volatility indices for Austria, Finland and Spain:

Campisi, Giovanni ; Muzzioli, Silvia
Financial Markets and Portfolio Management. 35 (2021) 3 - p. 369-455 , 2021

Link: https://doi.org/10.1007/..

8

Existence of a fundamental solution of partial differential..:

Anceschi, Francesca ; Muzzioli, Silvia ; Polidoro, Sergio
Nonlinear Analysis: Real World Applications. 62 (2021) - p. 103373 , 2021

Link: https://doi.org/10.1016/..

9

The power of deterministic option-implied trees in pricing ..:

Elyasiani, Elyas ; Muzzioli, Silvia
Applied Economics. 54 (2021) 22 - p. 2596-2609 , 2021

Link: https://doi.org/10.1080/..

10

The skewness index: uncovering the relationship with volati..:

Elyasiani, Elyas ; Gambarelli, Luca ; Muzzioli, Silvia
Applied Economics. 53 (2021) 31 - p. 3619-3635 , 2021

Link: https://doi.org/10.1080/..

11

Moment risk premia and the cross-section of stock returns i..:

Elyasiani, Elyas ; Gambarelli, Luca ; Muzzioli, Silvia
Journal of Banking & Finance. 111 (2020) - p. 105732 , 2020

Link: https://doi.org/10.1016/..

12

The use of option prices to assess the skewness risk premiu:

Elyasiani, Elyas ; Gambarelli, Luca ; Muzzioli, Silvia
Applied Economics. 52 (2020) 55 - p. 6057-6074 , 2020

Link: https://doi.org/10.1080/..

13

Option implied moments obtained through fuzzy regression:

Muzzioli, Silvia ; Gambarelli, Luca ; De Baets, Bernard
Fuzzy Optimization and Decision Making. 19 (2020) 2 - p. 211-238 , 2020

Link: https://doi.org/10.1007/..

14

The Future of Fuzzy Sets in Finance: New Challenges in Mach..:

, In: Fuzzy Logic and Applications; Lecture Notes in Computer Science,

Muzzioli, Silvia - p. 265-268 , 2019

Link: https://doi.org/10.1007/..

15

Towards a Fuzzy Index of Skewness:

, In: Fuzzy Logic and Applications; Lecture Notes in Computer Science,

Muzzioli, Silvia ; Gambarelli, Luca ; De Baets, Bernard - p. 164-175 , 2019

Link: https://doi.org/10.1007/..