| Topic | People | Description |
|---|---|---|
| JEL C51 - Model Construction and Estimation |
Cecilia Mancini
|
Modellizzazione dei (possibili) salti nei prezzi di titoli finanziari, osservati in modo discreto. |
| JEL C52 - Model Evaluation, Validation, and Selection |
Cecilia Mancini
Marco Patacca |
Stima, diagnostica e selezione di modelli per i salti nelle traiettorie dei prezzi di titoli finanziari, date osservazioni discrete. |
| JEL C53 - Forecasting and Prediction Methods;Simulation Methods |
Luigi Grossi
|
Statistical methods for short-term prediction of time series. Evaluation of forecasting performance using computer simulated data. |
| JEL C58 - Financial Econometrics |
Luigi Grossi
Diego Lubian Cecilia Mancini Marco Patacca Roberto Renò |
Covers studies related to econometric modeling of financial markets. Analysis of econometric models with continuous time and its applications in finance. Robust estimates for volatility models of financial returns. |
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