CRIS Current Research Information System

ROMAGNOLI, SILVIA

ROMAGNOLI, SILVIA  

DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"  

Docenti di ruolo di Ia fascia  

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Risultati 1 - 20 di 40 (tempo di esecuzione: 0.03 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
A clusterized copula-based probability distribution of a counting variable for high-dimensional problems Romagnoli S.; Bernardi E. 2013-01-01 THE JOURNAL OF CREDIT RISK - 1.01 Articolo in rivista -
A Continuous Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions Massimiliano, Marzo; Silvia, Romagnoli; Paolo, Zagaglia 2013-01-01 COMMUNICATIONS IN MATHEMATICAL FINANCE - 1.01 Articolo in rivista -
A copula-based hierarchical hybrid loss distribution Enrico Bernardi; Silvia Romagnoli 2015-01-01 STATISTICS & RISK MODELING - 1.01 Articolo in rivista BernardiE-RomagnoliS_SRM_2015.pdf
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets U. Cherubini; F. Gobbi; S. Mulinacci; S. Romagnoli 2010-01-01 - Springer Verlag 4.01 Contributo in Atti di convegno -
A copula-based model of speculative price dynamics in discrete time Cherubini U.; Mulinacci S.; Romagnoli S. 2011-01-01 JOURNAL OF MULTIVARIATE ANALYSIS - 1.01 Articolo in rivista -
A Copula-Based Model of the Term Structure of CDO Tranches U.Cherubini; S.Mulinacci; S.Romagnoli 2008-01-01 - Springer Verlag 2.01 Capitolo / saggio in libro -
A Copula-Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio Barbi M; Romagnoli S 2014-01-01 THE JOURNAL OF FUTURES MARKETS - 1.01 Articolo in rivista -
A distorted copula-based evolution model: risks’ aggregation in a Bonus–Malus migration system silvia romagnoli;
enrico bernardi 		2021-01-01 SOFT COMPUTING - 1.01 Articolo in rivista 2021_BR_SC.pdf
A general equilibrium model for the term structure of interest rates and interactions between fiscal and monetary policy S.Romagnoli ; M.Marzo 2005-01-01 - s.n 4.01 Contributo in Atti di convegno -
A generalized approach to optimal hedging with option contracts Bajo E.; Barbi M.; Romagnoli S. 2015-01-01 EUROPEAN JOURNAL OF FINANCE - 1.01 Articolo in rivista -
A hierarchical copula-based world-wide valuation of sovereign risk Enrico Bernardi;
Federico Falangi;
Silvia Romagnoli 		2015-01-01 INSURANCE MATHEMATICS & ECONOMICS - 1.01 Articolo in rivista -
A Lattice Model with Incomplete Information: A Credit Risk Application U.Cherubini;S.Mulinacci;S.Romagnoli 2008-01-01 STATISTICS & DECISIONS - 1.01 Articolo in rivista -
A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models Romagnoli Silvia 2020-01-01 INFORMATION SCIENCES - 1.01 Articolo in rivista -
Barrier Copula Functions U.Cherubini ; S.Romagnoli 2005-01-01 - s.n 4.01 Contributo in Atti di convegno -
Climate risks and weather derivatives: A copula-based pricing model silvia romagnoli;
giacomo maria bressan 		2021-01-01 JOURNAL OF FINANCIAL STABILITY - 1.01 Articolo in rivista -
Computing the volume of an high-dimensional semi-unsupervised Hierarchical copula E. Bernardi; S. Romagnoli 2011-01-01 INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS - 1.01 Articolo in rivista -
Computing the Volume of N-Dimensional Copulas U.Cherubini; S.Romagnoli 2009-01-01 APPLIED MATHEMATICAL FINANCE - 1.01 Articolo in rivista -
Counting Statistics for Dependent Random Events-With a Focus on Finance Silvia Romagnoli;

Enrico Bernardi 		2021-01-01 - Springer International Publishing 3.01 Monografia / trattato scientifico in forma di libro -
Counting Statistics for Dependent Random Events. With a focus on Finance. Silvia Romagnoli;
Enrico Bernardi 		2021-01-01 - Springer 3.01 Monografia / trattato scientifico in forma di libro -
Diamonds and Precious Metals for Reduction of Portfolio Tail Risk Barbi, M.; Geman, H.; Romagnoli, S.; 2020-01-01 APPLIED ECONOMICS - 1.01 Articolo in rivista Diamonds.pdf