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Danilo Delpini

Identifiers

  • name variant Danilo Delpini 0.60 · backfill

Papers (7)

  1. The Network of U.S. Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis q-fin.ST · 2018 · author #1
  2. Stochastic Volatility with Heterogeneous Time Scales q-fin.ST · 2012 · author #1
  3. Minimal model of financial stylized facts q-fin.ST · 2010 · author #1
  4. Accounting for risk of non linear portfolios: a novel Fourier approach q-fin.RM · 2010 · author #3
  5. Exact Moment Scaling from Multiplicative Noise cond-mat.stat-mech · 2009 · author #2
  6. Option pricing under Ornstein-Uhlenbeck stochastic volatility: a linear model q-fin.PR · 2009 · author #3
  7. Bayesian Analysis of Value-at-Risk with Product Partition Models q-fin.RM · 2008 · author #3

Mentions

  • 1206.0026 #1 · backfill · confidence 0.70 Danilo Delpini
  • 1011.5983 #1 · backfill · confidence 0.70 Danilo Delpini
  • 1002.4817 #3 · backfill · confidence 0.70 Danilo Delpini
  • 0911.5662 #2 · backfill · confidence 0.70 Danilo Delpini
  • 0905.1882 #3 · backfill · confidence 0.70 Danilo Delpini
  • 0809.0241 #3 · backfill · confidence 0.70 Danilo Delpini

Frequent Coauthors