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| 2009 | ||
|---|---|---|
| 3 | Gianna Figà-Talamanca, Maria Letizia Guerra: Fuzzy Option Value with Stochastic Volatility Models. ISDA 2009: 306-311 | |
| 2 | Gianna Figà-Talamanca: Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model. Computational Statistics & Data Analysis 53(6): 2201-2218 (2009) | |
| 2005 | ||
| 1 | Fabio Bellini, Gianna Figà-Talamanca: Runs tests for assessing volatility forecastability in financial time series. European Journal of Operational Research 163(1): 102-114 (2005) | |
| 1 | Fabio Bellini | [1] |
| 2 | Maria Letizia Guerra | [3] |
Colors in the list of coauthors
Last update Wed May 30 22:34:44 2012 CET by the DBLP Team —
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