MUZZIOLI, Silvia
 Distribuzione geografica
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Continente #
NA - Nord America 13.125
EU - Europa 10.298
AS - Asia 9.746
SA - Sud America 1.294
AF - Africa 321
OC - Oceania 123
Continente sconosciuto - Info sul continente non disponibili 19
Totale 34.926
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Nazione #
US - Stati Uniti d'America 12.831
IT - Italia 3.586
SG - Singapore 2.958
GB - Regno Unito 2.736
CN - Cina 2.367
HK - Hong Kong 1.103
VN - Vietnam 1.033
BR - Brasile 966
DE - Germania 812
SE - Svezia 709
FR - Francia 507
IN - India 363
KR - Corea 344
TR - Turchia 298
RU - Federazione Russa 280
FI - Finlandia 253
UA - Ucraina 216
ID - Indonesia 201
NL - Olanda 178
CA - Canada 153
PL - Polonia 135
PK - Pakistan 124
TW - Taiwan 123
BD - Bangladesh 121
IE - Irlanda 114
JP - Giappone 108
BE - Belgio 103
BG - Bulgaria 96
ES - Italia 95
MX - Messico 93
MY - Malesia 91
ZA - Sudafrica 88
AR - Argentina 87
AU - Australia 87
TN - Tunisia 65
CO - Colombia 63
CH - Svizzera 62
AT - Austria 61
AE - Emirati Arabi Uniti 60
CL - Cile 59
LT - Lituania 58
IR - Iran 54
IL - Israele 52
IQ - Iraq 52
EC - Ecuador 50
CZ - Repubblica Ceca 48
GR - Grecia 48
TH - Thailandia 47
RO - Romania 39
PH - Filippine 38
MA - Marocco 36
NZ - Nuova Zelanda 36
DK - Danimarca 26
KE - Kenya 25
SA - Arabia Saudita 25
VE - Venezuela 25
NO - Norvegia 23
NP - Nepal 23
EG - Egitto 22
BH - Bahrain 20
DZ - Algeria 20
PE - Perù 18
UZ - Uzbekistan 18
PT - Portogallo 17
EU - Europa 16
KZ - Kazakistan 16
CY - Cipro 15
GH - Ghana 15
HU - Ungheria 15
LB - Libano 13
MO - Macao, regione amministrativa speciale della Cina 12
PY - Paraguay 11
UY - Uruguay 11
AL - Albania 10
CR - Costa Rica 10
DO - Repubblica Dominicana 10
IS - Islanda 10
JO - Giordania 10
KW - Kuwait 10
MD - Moldavia 9
RS - Serbia 9
NG - Nigeria 8
AZ - Azerbaigian 7
ET - Etiopia 7
LK - Sri Lanka 7
SK - Slovacchia (Repubblica Slovacca) 7
BY - Bielorussia 6
EE - Estonia 6
LU - Lussemburgo 6
PA - Panama 6
QA - Qatar 6
SN - Senegal 6
AO - Angola 5
CI - Costa d'Avorio 5
OM - Oman 5
PS - Palestinian Territory 5
SI - Slovenia 5
SY - Repubblica araba siriana 5
BO - Bolivia 4
KG - Kirghizistan 4
Totale 34.861
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Città #
Southend 1.829
Singapore 1.566
Santa Clara 1.445
Ashburn 1.101
Hong Kong 989
Hefei 821
Wilmington 821
Fairfield 802
Chandler 674
Houston 542
Woodbridge 524
San Jose 506
Modena 502
Bologna 400
Jacksonville 399
Beijing 364
Nyköping 340
Ho Chi Minh City 334
Seattle 329
London 320
Ann Arbor 319
Dearborn 281
Cambridge 270
Seoul 263
Hanoi 245
Los Angeles 227
Falls Church 219
Rome 218
Council Bluffs 196
Milan 185
Reggio Emilia 171
New York 169
Flint 162
Helsinki 161
The Dalles 159
Chicago 136
Jakarta 130
Parma 125
Munich 108
Princeton 104
Moscow 96
San Francisco 96
Lauterbourg 93
Sofia 93
Frankfurt am Main 88
Grafing 86
Boardman 82
São Paulo 82
Izmir 81
Orem 80
Redwood City 77
Buffalo 75
San Diego 73
Dallas 71
Eugene 71
Shanghai 68
Chennai 65
Florence 60
Formigine 59
Dublin 57
Warsaw 57
Taipei 56
Paris 55
Tokyo 55
Menlo Park 53
Da Nang 50
Johannesburg 48
Des Moines 46
Brussels 45
Dong Ket 44
Manchester 44
Toronto 43
Falkenstein 42
Guangzhou 42
Lahore 41
Salt Lake City 41
Stockholm 41
Haiphong 40
Rio de Janeiro 40
Nuremberg 39
Phoenix 38
Mumbai 35
Amsterdam 34
Brooklyn 34
Montreal 34
Redondo Beach 34
Denver 33
Kent 33
Mexico City 32
Poznan 32
Santiago 31
Delhi 30
Atlanta 28
Bogotá 28
Guayaquil 28
Naples 28
Turin 28
Bristol 27
Cascina 27
Palermo 27
Totale 21.552
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Nome #
Fear or greed? What does a skewness index measure? 948
Climate risk definition and measures: asset pricing models and stock returns 635
News Sentiment indicators and the Cross‐Section of Stock Returns in the European Stock Market 567
Assessing skewness in financial markets 555
Tools and practices for LGBT+ inclusion in tertiary education: the development of the LGBT+ University Inclusion Index and its application to Italian universities 550
On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study 540
Machine learning technique to compute climate risk in finance 502
Moment Risk Premia and the Cross-Section of Stock Returns 500
A note on normalization schemes: The case of generalized forecast error variance decompositions 434
Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions 415
The information content of corridor volatility measures during calm and turmoil periods 412
The properties of a skewness index and its relation with volatility and returns 411
The Risk-Asymmetry Index 407
A note on the Pastor et al. (2021) model 406
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 398
Option implied trees and implied moments 392
The pricing of options on an interval binomial tree. An application to the DAX-index option market 377
The Future of Fuzzy Sets in Finance: New Challenges in Machine Learning and Explainable AI 377
Towards a skewness index for the Italian stock market 372
A comparison of machine learning methods for predicting stock returns in the US market 368
A TOPSIS analysis of regional competitiveness at European level 365
An OWA Analysis of the VSTOXX volatility index 360
Option based forecasts of volatility: An empirical study in the DAX index options market 359
American Option Pricing with Imprecise Risk-Neutral Probabilities 357
The green premium in the European stock market 355
Volatility co-movements: a time scale decomposition analysis 355
Corridor Implied Volatility and the Variance Risk Premium in the Italian Market 339
Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market 338
INDICES FOR FINANCIAL MARKET VOLATILITY OBTAINED THROUGH FUZZY REGRESSION 332
Investor sentiment and trading behavior 325
The solution of fuzzy linear systems by non-linear programming: a financial application 314
A comparative assessment of different fuzzy regression methods for volatility forecasting 314
Financial connectedness among European volatility risk premia 309
Regional innovation in southern Europe: a poset-based analysis 304
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 303
Asymmetric semi-volatility spillover effects in EMU stock markets 302
Implied trees in illiquid markets: A Choquet pricing approach 300
Volatility co-movements: a time-scale decomposition analysis 299
Fundamentalists heterogeneity and the role of the sentiment indicator 298
A multiperiod binomial model for pricing options in a vague world 296
Risk-asymmetry indices in Europe 295
Assessing skewness in financial markets 291
Fuzzy binary tree model for European options 291
Volatility risk premia and financial connectedness 290
Risk aversion connectedness in five European countries 290
The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market 289
Towards a volatility index for the Italian stock market 288
Existence of a fundamental solution of partial differential equations associated to Asian options 285
Nonlinear dynamics in asset pricing: the role of a sentiment index 281
American option pricing with imprecise risk neutral probabilities: from plain intervals to fuzzy sets 280
A Multiperiod Binomial Model for Pricing Options in an Uncertain World 279
A note on fuzzy linear systems 278
The use of option prices in order to evaluate the skewness risk premium 278
Model-free moments: predictability of STOXX Europe 600 Oil & Gas future returns 277
The information content of option based forecasts of volatility: evidence from the Italian stock market 277
Towards a fuzzy index of skewness 275
Moment risk premia and the cross-section of stock returns in the European stock market 274
Option-based forecasts of volatility: An empirical study in the DAX-index options market 273
The LGBT plus University Inclusion Index and its application to Italian universities 272
Aggregating sentiment in Europe: the relationship with volatility and returns 271
Towards a Fuzzy Volatility Index for the Italian Market 269
A model for pricing an option with a fuzzy payoff 266
The optimal corridor for implied volatility: From periods of calm to turmoil 266
Construction and properties of volatility indices for Austria, Finland and Spain 266
The forecasting performance of corridor implied volatility in the Italian market 263
Climate change and asset pricing: a focused review of literature 260
The relation between implied and realised volatility in the DAX index options market 260
On the no arbitrage condition in option implied trees 259
Climate risk measures and main data providers 258
The skew pattern of implied volatility in the DAX-index options market 258
Fuzzy linear systems of the form A(1)x plus b(1) = A(2)x plus b(2) 257
A multiperiod binomial model for ricing options in an uncertain world 256
Call and put implied volatilities and the derivation of option implied trees 255
Solving parametric fuzzy linear systems by a non linear programming method 253
Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach 251
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 250
Multicriteria Decision Analysis (MCDA) for Sustainability Assessment in EU Countries 249
Fuzzy approaches to option price modelling 249
Put-Call Parity and options’ forecasting power 248
Note on ranking fuzzy triangular numbers 247
Corridor implied volatility and the variance risk premium in the Italian market 245
A poset-based analysis of regional innovation at European level 244
Googling Investor Sentiment around Europe 243
Hedging effectiveness of cryptocurrencies in the European stock market 243
ESG criteria for the evaluation of European countries: a multicriteria analysis (MCDA) 238
The use of option prices to assess the skewness risk premium 237
Accounting for controversies in ESG scores: a Fuzzy TOPSIS approach 232
Option implied moments obtained through fuzzy regression 231
Option pricing in the presence of uncertainty 227
Pricing options on a vague asset 224
The optimal corridor for implied volatility: from calm to turmoil periods 224
Designing volatility indices for Austria, Finland and Spain 223
Financial innovation, FinTech, and implications for financial markets 208
The Skew Pattern of Implied Volatility in the DAX Index Options Market 208
Investor sentiment and trading behavior 208
The skew pattern of implied volatility in the DAX index options market 206
The skewness index: uncovering the relation with volatility and market returns 203
Fuzzy up and down probabilities in a financial problem 201
The Risk-Asymmetry Index as a New Measure of Risk 200
Fuzzy binary tree model for European style vanilla options 198
Totale 31.307
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Categoria #
all - tutte 109.765
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 109.765
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021889 0 0 0 0 0 0 0 0 0 365 319 205
2021/20223.730 206 234 162 202 193 370 235 164 440 524 709 291
2022/20232.651 242 251 315 173 227 356 99 278 353 81 139 137
2023/20242.715 108 115 148 217 451 237 203 373 104 174 202 383
2024/20258.193 406 132 236 551 1.220 1.082 630 515 794 673 947 1.007
2025/202610.632 874 562 980 1.355 1.244 875 1.498 779 1.329 1.136 0 0
Totale 35.233