GUIDOLIN, MASSIMO

GUIDOLIN, MASSIMO  

DIPARTIMENTO DI ECONOMIA (attivo dal 01/01/2001 al 30/09/2011)  

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Risultati 1 - 13 di 13 (tempo di esecuzione: 0.029 secondi).
Titolo Data di pubblicazione Autore(i) File
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 1-gen-2006 Guidolin, Massimo; Timmermann, A.
Are the dynamic linkages between the macroeconomy and asset prices time-varying? 1-gen-2006 Guidolin, Massimo; Ono, S.
High equity premia and crash fears - Rational foundations 1-gen-2006 Guidolin, Massimo
International asset prices and portfolio choices under Bayesian learning 1-gen-2003 Guidolin, Massimo
Investing for the Long-Run in European Real Estate 1-gen-2007 C., Fugazza; Guidolin, Massimo; G., Nicodano
Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options 1-gen-2006 Cassese, G.; Guidolin, Massimo
Option prices under Bayesian learning: implied volatility dynamics and predictive densities 1-gen-2003 Guidolin, Massimo; Timmermann, A.
Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle 1-gen-2006 Guidolin, Massimo
Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface 1-gen-2006 Goncalves, S; Guidolin, Massimo
Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High-frequency Data 1-gen-2004 Cassese, G; Guidolin, Massimo
Properties of Asset Prices under Alternative Learning Schemes 1-gen-2007 Guidolin, Massimo; A., Timmermann
Recursive Modeling of Nonlinear Dynamics in UK Stock Returns 1-gen-2003 Guidolin, Massimo; Timmermann, A.
Term structure of risk under alternative econometric specifications 1-gen-2006 Guidolin, Massimo; A., Timmermann