Edit Rroji
Università degli Studi di Milano-Bicocca
H-index: 7
Europe-Italy
Top articles of Edit Rroji
Simulation thinning algorithm for a CARMA (p, q)-Hawkes model
arXiv preprint arXiv:2402.03275
2024/2/5
Lorenzo Mercuri
H-Index: 8
Edit Rroji
H-Index: 6
A Hawkes model with CARMA (p, q) intensity
Insurance: Mathematics and Economics
2024/2/2
Lorenzo Mercuri
H-Index: 8
Edit Rroji
H-Index: 6
Analyzing the Impact of Carbon Risk on Firms’ Creditworthiness in the Context of Rising Interest Rates
Risks
2024/1/22
Edit Rroji
H-Index: 6
An investigation of the Volatility Adjustment
Decisions in Economics and Finance
2023/11/2
Daniele Marazzina
H-Index: 9
Edit Rroji
H-Index: 6
Investigating Short-Term Dynamics in Green Bond Markets
arXiv preprint arXiv:2308.12179
2023/8/23
Lorenzo Mercuri
H-Index: 8
Edit Rroji
H-Index: 6
Implicit quantiles and expectiles
Annals of Operations Research
2022/6/1
Fabio Bellini
H-Index: 11
Edit Rroji
H-Index: 6
Portfolio Selection with Irregular Time Grids: an example using an ICA-COGARCH (1, 1) approach
Financial Markets and Portfolio Management
2022/3
A machine learning algorithm for stock picking built on information based outliers
Expert Systems with Applications
2021/12/1
Federico Poli
H-Index: 4
Edit Rroji
H-Index: 6
Pricing of Futures with a CARMA (p, q) Model Driven by a Time Changed Brownian Motion
2021
Lorenzo Mercuri
H-Index: 8
Edit Rroji
H-Index: 6
Finite mixture approximation of CARMA (p, q) models
SIAM Journal on Financial Mathematics
2021
Lorenzo Mercuri
H-Index: 8
Edit Rroji
H-Index: 6
On the dependence structure between S&P500, VIX and implicit Interexpectile Differences
Quantitative Finance
2020/11/1
The determinants of lapse rates in the Italian life insurance market
European Actuarial Journal
2020/6
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