87 citations · 266 across the 25 of their papers we have counts for
3 papers · 1 filter
A micro-to-macro approach to returns, volumes and waiting times
Guglielmo D'Amico, Filippo Petroni
Fundamental variables in financial market are not only price and return but a very important role is also played by trading volumes. Here we propose a new multivariate model that t…
Confidence sets for dynamic poverty indexes
Guglielmo D'Amico, Riccardo De Blasis, Philippe Regnault
In this study, we extend the research on the dynamic poverty indexes, namely the dynamic Headcount ratio, the dynamic income-gap ratio, the dynamic Gini and the dynamic Sen, propos…
A review of the Dividend Discount Model: from deterministic to stochastic models
Guglielmo D'Amico, Riccardo De Blasis
This chapter presents a review of the dividend discount models starting from the basic models (Williams 1938, Gordon and Shapiro 1956) to more recent and complex models (Ghezzi and…