Manganelli, Simone
Simone Manganelli
VIAF ID: 277654446 ( Personal )
Permalink: http://viaf.org/viaf/277654446
Preferred Forms
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- 100 1 _ ‡a Manganelli, Simone
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- 100 1 _ ‡a Manganelli, Simone
- 100 0 _ ‡a Simone Manganelli
4xx's: Alternate Name Forms (2)
Works
Title | Sources |
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Asset allocation by penalized least squares | |
The central banker as a risk manager: estimating the Federal Reserve's preferences under Greenspan | |
The central banker as a risk manager : quantifying and forecasting inflation risks | |
Duration, volume and volatility impact of trades | |
Euro area financial system structure, integration and policy initiatives | |
impact of the Euro on equity markets a country and sector decomposition | |
Market discipline, financial integration and fiscal rules what drives spreads in the Euro area government bond market? | |
Measuring comovements by regression quantiles | |
Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR | |
new theory of forecasting | |
Sensitivity analysis of volatility a new tool for risk management | |
Value at risk models in finance |