TOSCANO, PIETRO
TOSCANO, PIETRO
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A novel robust method for estimating the covariance matrix of financial returns with applications to risk management
2024-01-01 Leccadito, Arturo; Staino, Alessandro; Toscano, Pietro
A Time-Varying Gerber Statistic: Application of a Novel Correlation Metric to Commodity Price Co-Movements
2021-01-01 Algieri, Bernardina; Leccadito, Arturo; Toscano, Pietro
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
A novel robust method for estimating the covariance matrix of financial returns with applications to risk management | 1-gen-2024 | Leccadito, Arturo; Staino, Alessandro; Toscano, Pietro | |
A Time-Varying Gerber Statistic: Application of a Novel Correlation Metric to Commodity Price Co-Movements | 1-gen-2021 | Algieri, Bernardina; Leccadito, Arturo; Toscano, Pietro |