activity
20142022
most citedOption Pricing in a Dynamic Variance-Gamma Model

3 citations · 4 across the 6 of their papers we have counts for

collaborators

8 papers

stat.CO2024

Student t-Lévy regression model in YUIMA

Hiroki Masuda, Lorenzo Mercuri, Yuma Uehara

The aim of this paper is to discuss an estimation and a simulation method in the \textsf{R} package YUIMA for a linear regression model driven by a Student- Lévy process with co…

q-fin.TR2023

Investigating Short-Term Dynamics in Green Bond Markets

Lorenzo Mercuri, Andrea Perchiazzo, Edit Rroji

The paper investigates the effect of the label green in bond markets from the lens of the trading activity. The idea is that jumps in the dynamics of returns have a specific memory…

q-fin.ST2022

A Hawkes model with CARMA(p,q) intensity

Lorenzo Mercuri, Andrea Perchiazzo, Edit Rroji

In this paper we introduce a new model named CARMA(p,q)-Hawkes process as the Hawkes model with exponential kernel implies a strictly decreasing behaviour of the autocorrelation fu…

q-fin.ST2016

Multivariate Mixed Tempered Stable Distribution

Asmerilda Hitaj, Friedrich Hubalek, Lorenzo Mercuri +1

The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its cap…

q-fin.RM20141 cited

Parametric Risk Parity

Lorenzo Mercuri, Edit Rroji

Any optimization algorithm based on the risk parity approach requires the formulation of portfolio total risk in terms of marginal contributions. In this paper we use the independe…

stat.CO2014

Implementation of Lévy CARMA model in Yuima package

Stefano M. Iacus, Lorenzo Mercuri

The paper shows how to use the R package yuima available on CRAN for the simulation and the estimation of a general Lévy Continuous Autoregressive Moving Average (CARMA) model. The…