74 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Aldo Glielmo3 profiles9 · h 5
- A. Laio5 · h 55
- Luigi Bellomarini2 profiles5 · h 14
- Emanuel Sallinger3 · h 15
- Iuri Macocco3 · h 5
- Luca Guarnera3 · h 15
- Marco Favorito2 profiles3 · h 12
- Oliver Giudice3 · h 15
- S. Battiato3 · h 43
- Alex Rodriguez2 profiles2 · h 18
- A. Mercatanti2 · h 10
- Andrea Coletta2 profiles2 · h 2
- Scuola Internazionale Superiore di Studi AvanzatiIT5 papers
- Sapienza University of RomeIT4 papers
- The Abdus Salam International Centre for Theoretical Physics (ICTP)IT3 papers
- TU WienAT3 papers
- University of CataniaIT3 papers
- University of OxfordGB3 papers
- Duke UniversityUS2 papers
- ETH ZurichCH2 papers
- Roma Tre UniversityIT2 papers
- Università Cattolica del Sacro CuoreIT2 papers
- University of Milano-BicoccaIT2 papers
- University of TriesteIT2 papers
Showing 2020Show all
2 papers · 1 filter
q-fin.ST2020★ 1 cited
Multivariate non-Gaussian models for financial applications
Michele Leonardo Bianchi, Asmerilda Hitaj, Gian Luca Tassinari
In this paper we consider several continuous-time multivariate non-Gaussian models applied to finance and proposed in the literature in the last years. We study the models focusing…
econ.EM2020★ 74 cited
What do online listings tell us about the housing market?
Michele Loberto, Andrea Luciani, Marco Pangallo
Traditional data sources for the analysis of housing markets show several limitations, that recently started to be overcome using data coming from housing sales advertisements (ads…