Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data.

by Maria Elvira Mancino, Maria Cristina Recchioni
Published 2015-01-01

Smart Beta Allocation and Macroeconomic Variables: The Impact of COVID-19

by Matteo Foglia, Maria Cristina Recchioni, Gloria Polinesi
Published 2021-02-01

The Use of Statistical Tests to Calibrate the Black-Scholes Asset Dynamics Model Applied to Pricing Options with Uncertain Volatility

by Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli
Published 2012-01-01