XVII Workshop on Quantitative Finance -- Session on FINANCE II (Sala Azzurra)
Parallel Sessions
29 January 2016 - 29 January 2016Current List of Participants (See Documents)
Giovanni Barone-Adesi
Communication: Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set
Matteo Formenti
Communication: The efficiency of Anderson-Darling test with limited sample size size: an application to
Thomas Lux
Communication: From bond yield to macroeconomic instability: a parsimonious affine model
Fabio Ramponi
Communication: The efficiency of Anderson-Darling test with limited sample size size: an application to
Maria Cristina Recchioni
Communication: From bond yield to macroeconomic instability: a parsimonious affine model
Carlo Sala
Communication: Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set
Luca Spadafora
Communication: The efficiency of Anderson-Darling test with limited sample size size: an application to
Gabriele Tedeschi
Communication: From bond yield to macroeconomic instability: a parsimonious affine model
Marcello Terraneo
Communication: The efficiency of Anderson-Darling test with limited sample size size: an application to