Silvia Muzzioli
Economics and Econometrics · 2003–2019
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 6 citations into it
Whom Silvia Muzzioli trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Silvia Muzzioli's perspective
Ordered by how strongly the researchers Silvia Muzzioli trusts endorse each paper. Same corpus, a different order for every researcher.
- Better to give than to receive: Predictive directional measurement of volatility spillovers
- MACROECONOMICS AND REALITY
- Is the 2007 US sub-prime financial crisis so different?: An international historical comparison
- MODELING AND FORECASTING REALIZED VOLATILITY
- ForceAtlas2, a Continuous Graph Layout Algorithm for Handy Network Visualization Designed for the Gephi Software
- Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
- Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring
- Introduction to Statistical Time Series.
- Generalized autoregressive conditional heteroskedasticity
- Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
Their papers
- How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study (2019) — 74 citations
- Call and put implied volatilities and the derivation of option implied trees (2003) — 60 citations