Pubblicazioni recenti
Gruber P. H., TEBALDI C., Trojani F.
The Price of the Smile and Variance Risk Premia
Management Science, 2021, vol.67, no. 7, pp.4056-4074
TEBALDI C.
Self-Organized Criticality in Economic Fluctuations: The Age of Maturity
Frontiers in Physics, 2021, vol.8
Ortu F., Severino F., Tamoni A., TEBALDI C.
A persistence-based Wold-type decomposition for stationary time series
Quantitative Economics, 2020, vol.11, no. 1, pp.203-230
Di Virgilio D., Ortu F., Severino F., TEBALDI C.
Optimal Asset Allocation with Heterogeneous Persistent Shocks and Myopic and Intertemporal Hedging Demand in Behavioral Finance: the coming of age
Itzhak Venezia (a cura di), World Scientific Publishers, pp.57-108, 2019
Bandi F., Perron B., Tamoni A., TEBALDI C.
The scale of predictability
Journal of Econometrics, 2019, vol.208, no. 1, pp.120-140
Bisetti E., Favero C. A., Nocera G., TEBALDI C.
A Multivariate Model of Strategic Asset Allocation with Longevity Risk
Journal of Financial and Quantitative Analysis, 2017, vol.52, no. 5, pp.2251-2275