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Fabio Bellini
Information about the author Fabio Bellini will soon be added to the site.
Found
2 papers
in total
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Option pricing in a conditional Bilateral Gamma model
2014
We propose a conditional Bilateral Gamma model, in which the shape parameters of the...
Runs tests for assessing volatility forecastability in financial time series
2005
In this work we refine a nonparametric methodology first applied by Christoffersen and...
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