TEZZA, CHRISTIAN
TEZZA, CHRISTIAN
STAT - DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"
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A GARCH model with two volatility components and two driving factors
2026 Ballestra, Luca Vincenzo; D'Innocenzo, Enzo; Tezza, Christian
A multi-factor model for improved commodity pricing: calibration and an application to the oil market
2026 Ballestra, Luca Vincenzo; Tezza, Christian
A comparison of multi-factor stochastic models for commodity price
2024 Tezza, Christian; Ballestra, Luca Vincenzo; Foschi, Paolo
A GARCH model with two volatility components and two stochastic factors
2024 Ballestra, LUCA VINCENZO; D'Innocenzo, Enzo; Tezza, Christian
A Multi-factor Model for Commodity Prices
2023 Ballestra, Luca Vincenzo; Tezza, Christian
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
|---|---|---|---|---|---|---|
| A GARCH model with two volatility components and two driving factors | Ballestra, Luca Vincenzo; D'Innocenzo, Enzo; Tezza, Christian | 2026-01-01 | JOURNAL OF EMPIRICAL FINANCE | - | 1.01 Articolo in rivista | 1-s2.0-S0927539825000933-main.pdf |
| A multi-factor model for improved commodity pricing: calibration and an application to the oil market | Ballestra, Luca Vincenzo; Tezza, Christian | 2026-01-01 | QUANTITATIVE FINANCE | - | 1.01 Articolo in rivista | 11585-1046151.pdf |
| A comparison of multi-factor stochastic models for commodity price | Tezza, Christian; Ballestra, Luca Vincenzo; Foschi, Paolo | 2024-01-01 | - | - | 4.01 Contributo in Atti di convegno | - |
| A GARCH model with two volatility components and two stochastic factors | Ballestra, LUCA VINCENZO; D'Innocenzo, Enzo; Tezza, Christian | 2024-01-01 | - | - | 4.01 Contributo in Atti di convegno | - |
| A Multi-factor Model for Commodity Prices | Ballestra, Luca Vincenzo; Tezza, Christian | 2023-01-01 | - | - | 4.01 Contributo in Atti di convegno | - |