Marco Moscadelli

Economics and Econometrics · 2004

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Marco Moscadelli trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Paul Embrechts
  2. P. Angelini
  3. F. Busetti
  4. Andrea Zaghini
  5. Francesco Lippi
  6. M. Sbracia
  7. L. Gambacorta
  8. F. Fornari
  9. Filippo Altissimo
  10. D. Marchetti

Who trusts Marco Moscadelli overall

  1. Paul Embrechts
  2. Ludger Rüschendorf
  3. Ariane Chapelle
  4. K. Böcker
  5. E. Rodríguez
  6. Marco Rocco
  7. Anna Chernobai
  8. V. Chavez‐Demoulin
  9. Yves Crama
  10. Claudia Klüppelberg

Papers from Marco Moscadelli's perspective

Ordered by how strongly the researchers Marco Moscadelli trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  2. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Generalized autoregressive conditional heteroskedasticity
  5. Modelling Extremal Events for Insurance and Finance
  6. MODELING AND FORECASTING REALIZED VOLATILITY
  7. Bank competition and regulatory reform: the case of the Italian banking industry
  8. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  9. Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
  10. Time Series: Theory and Methods

Their papers