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Details about Massimiliano Frezza

Workplace:Dipartimento di Metodi e modelli per l'economia, il territorio e la finanza (MEMOTEF) (Department of Methods and Models for Economics, Territory and Finance), Facoltà di Economia (Faculty of Economics), "Sapienza" Università di Roma (Sapienza University of Rome), (more information at EDIRC)

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Last updated 2024-01-20. Update your information in the RePEc Author Service.

Short-id: pfr456

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Journal Articles

2022

  1. Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process
    Computational Management Science, 2022, 19, (1), 99-132 Downloads
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