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researcher

D. Delpini

7 papers hereh-index 8265 citations23 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author2
  • last author2

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • q-fin.ST3
  • q-fin.RM2
  • cond-mat.stat-mech1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20082018
most citedMinimal model of financial stylized facts

13 citations · 38 across the 6 of their papers we have counts for

collaborators
Showing 2012Show all

1 paper · 1 filter

q-fin.ST2012

Stochastic Volatility with Heterogeneous Time Scales

Danilo Delpini, Giacomo Bormetti

Agents' heterogeneity is recognized as a driver mechanism for the persistence of financial volatility. We focus on the multiplicity of investment strategies' horizons, we embed thi…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.