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Massimiliano Frezza

Personal Details

First Name:Massimiliano
Middle Name:
Last Name:Frezza
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RePEc Short-ID:pfr456
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Affiliation

Dipartimento di Metodi e modelli per l'economia, il territorio e la finanza (MEMOTEF)
Facoltà di Economia
"Sapienza" Università di Roma

Roma, Italy
https://web.uniroma1.it/memotef/
RePEc:edi:dmrosit (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Massimiliano Frezza & Sergio Bianchi & Augusto Pianese, 2022. "Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process," Computational Management Science, Springer, vol. 19(1), pages 99-132, January.

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