MUZZIOLI, Silvia
 Distribuzione geografica
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Continente #
NA - Nord America 17.364
EU - Europa 11.022
AS - Asia 10.137
SA - Sud America 1.367
Continente sconosciuto - Info sul continente non disponibili 337
AF - Africa 335
OC - Oceania 129
Totale 40.691
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Nazione #
US - Stati Uniti d'America 16.825
IT - Italia 4.121
SG - Singapore 3.023
GB - Regno Unito 2.778
CN - Cina 2.423
HK - Hong Kong 1.133
VN - Vietnam 1.040
BR - Brasile 1.014
DE - Germania 842
SE - Svezia 711
FR - Francia 518
IN - India 377
KR - Corea 356
TR - Turchia 321
RU - Federazione Russa 280
CA - Canada 275
FI - Finlandia 263
BD - Bangladesh 234
UA - Ucraina 217
ID - Indonesia 212
NL - Olanda 200
PK - Pakistan 135
PL - Polonia 135
TW - Taiwan 124
IE - Irlanda 120
JP - Giappone 116
BE - Belgio 111
ES - Italia 105
MX - Messico 102
BG - Bulgaria 97
MY - Malesia 95
AU - Australia 93
ZA - Sudafrica 92
AR - Argentina 91
CO - Colombia 72
LT - Lituania 69
CH - Svizzera 66
TN - Tunisia 65
AE - Emirati Arabi Uniti 63
IL - Israele 63
CL - Cile 62
AT - Austria 61
IR - Iran 57
EC - Ecuador 55
CZ - Repubblica Ceca 54
IQ - Iraq 53
GR - Grecia 51
TH - Thailandia 50
RO - Romania 44
PH - Filippine 43
MA - Marocco 37
NZ - Nuova Zelanda 36
CR - Costa Rica 34
DK - Danimarca 27
JM - Giamaica 27
SA - Arabia Saudita 27
VE - Venezuela 27
KE - Kenya 25
EG - Egitto 24
NO - Norvegia 24
NP - Nepal 23
BH - Bahrain 20
DZ - Algeria 20
PT - Portogallo 20
CY - Cipro 19
PE - Perù 19
GH - Ghana 18
UZ - Uzbekistan 18
HU - Ungheria 17
KZ - Kazakistan 17
EU - Europa 16
GT - Guatemala 16
HN - Honduras 15
LB - Libano 13
NI - Nicaragua 13
MO - Macao, regione amministrativa speciale della Cina 12
UY - Uruguay 12
AL - Albania 11
EE - Estonia 11
PY - Paraguay 11
DO - Repubblica Dominicana 10
IS - Islanda 10
JO - Giordania 10
KW - Kuwait 10
MD - Moldavia 9
RS - Serbia 9
LK - Sri Lanka 8
NG - Nigeria 8
PR - Porto Rico 8
SV - El Salvador 8
AZ - Azerbaigian 7
BY - Bielorussia 7
ET - Etiopia 7
SK - Slovacchia (Repubblica Slovacca) 7
TT - Trinidad e Tobago 7
LU - Lussemburgo 6
PA - Panama 6
QA - Qatar 6
SN - Senegal 6
AO - Angola 5
Totale 40.270
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Città #
Southend 1.829
Ashburn 1.814
Singapore 1.601
Santa Clara 1.586
Hong Kong 1.015
San Jose 970
Wilmington 828
Hefei 821
Fairfield 802
Chandler 674
Council Bluffs 668
Houston 561
Modena 544
Woodbridge 525
Bologna 440
Jacksonville 407
Beijing 375
Seattle 343
Ho Chi Minh City 340
Nyköping 340
London 327
Ann Arbor 319
Los Angeles 311
Dearborn 281
Rome 272
Seoul 272
Cambridge 271
Milan 249
Hanoi 246
New York 231
Falls Church 219
Reggio Emilia 178
Chicago 167
Flint 164
Helsinki 163
The Dalles 161
Jakarta 130
Parma 127
San Francisco 115
Dallas 113
Munich 112
Boardman 104
Princeton 104
São Paulo 102
Moscow 96
Lauterbourg 94
Sofia 94
Buffalo 93
Frankfurt am Main 90
San Diego 89
Grafing 86
Orem 84
Izmir 81
Redwood City 77
Phoenix 72
Eugene 71
Shanghai 70
Chennai 65
Toronto 65
Florence 63
Columbus 62
Formigine 59
Tokyo 59
Dublin 58
Paris 58
Montreal 57
Warsaw 57
Taipei 56
Atlanta 54
Brooklyn 53
Menlo Park 53
Johannesburg 51
Da Nang 50
Des Moines 49
Brussels 47
Manchester 47
Denver 46
Dong Ket 44
Rio de Janeiro 43
Salt Lake City 43
Falkenstein 42
Guangzhou 42
Lahore 42
Springfield 42
Stockholm 41
Haiphong 40
Naples 40
Nuremberg 39
Amsterdam 37
Mexico City 36
Mumbai 35
Turin 35
Kent 34
Redondo Beach 34
Palermo 33
Santiago 33
Istanbul 32
Poznan 32
Charlottesville 31
Delhi 31
Totale 24.288
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Nome #
Fear or greed? What does a skewness index measure? 1.044
Climate risk definition and measures: asset pricing models and stock returns 695
News Sentiment indicators and the Cross‐Section of Stock Returns in the European Stock Market 632
Assessing skewness in financial markets 601
Tools and practices for LGBT+ inclusion in tertiary education: the development of the LGBT+ University Inclusion Index and its application to Italian universities 601
On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study 584
Machine learning technique to compute climate risk in finance 545
Moment Risk Premia and the Cross-Section of Stock Returns 529
A note on the Pastor et al. (2021) model 524
A note on normalization schemes: The case of generalized forecast error variance decompositions 491
The green premium in the European stock market 489
Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions 459
The properties of a skewness index and its relation with volatility and returns 457
An OWA Analysis of the VSTOXX volatility index 453
The information content of corridor volatility measures during calm and turmoil periods 437
The Risk-Asymmetry Index 436
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 433
Option implied trees and implied moments 427
The Future of Fuzzy Sets in Finance: New Challenges in Machine Learning and Explainable AI 427
Towards a skewness index for the Italian stock market 418
The pricing of options on an interval binomial tree. An application to the DAX-index option market 408
A comparison of machine learning methods for predicting stock returns in the US market 400
A TOPSIS analysis of regional competitiveness at European level 399
Volatility co-movements: a time scale decomposition analysis 391
Option based forecasts of volatility: An empirical study in the DAX index options market 390
American Option Pricing with Imprecise Risk-Neutral Probabilities 386
Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market 385
The LGBT plus University Inclusion Index and its application to Italian universities 380
Corridor Implied Volatility and the Variance Risk Premium in the Italian Market 380
INDICES FOR FINANCIAL MARKET VOLATILITY OBTAINED THROUGH FUZZY REGRESSION 360
Multicriteria Decision Analysis (MCDA) for Sustainability Assessment in EU Countries 354
A comparative assessment of different fuzzy regression methods for volatility forecasting 354
Accounting for controversies in ESG scores: a Fuzzy TOPSIS approach 349
The solution of fuzzy linear systems by non-linear programming: a financial application 346
Financial connectedness among European volatility risk premia 345
Investor sentiment and trading behavior 344
Regional innovation in southern Europe: a poset-based analysis 343
Implied trees in illiquid markets: A Choquet pricing approach 340
Fundamentalists heterogeneity and the role of the sentiment indicator 336
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 332
Towards a volatility index for the Italian stock market 330
Volatility co-movements: a time-scale decomposition analysis 330
Risk-asymmetry indices in Europe 329
ESG criteria for the evaluation of European countries: a multicriteria analysis (MCDA) 328
Put-Call Parity and options’ forecasting power 328
American option pricing with imprecise risk neutral probabilities: from plain intervals to fuzzy sets 327
Volatility risk premia and financial connectedness 327
Asymmetric semi-volatility spillover effects in EMU stock markets 327
Assessing skewness in financial markets 325
The information content of option based forecasts of volatility: evidence from the Italian stock market 324
A multiperiod binomial model for pricing options in a vague world 324
The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market 320
Moment risk premia and the cross-section of stock returns in the European stock market 317
Model-free moments: predictability of STOXX Europe 600 Oil & Gas future returns 315
The skew pattern of implied volatility in the DAX-index options market 313
Risk aversion connectedness in five European countries 312
Towards a Fuzzy Volatility Index for the Italian Market 308
A Multiperiod Binomial Model for Pricing Options in an Uncertain World 308
Aggregating sentiment in Europe: the relationship with volatility and returns 307
Existence of a fundamental solution of partial differential equations associated to Asian options 307
A multiperiod binomial model for ricing options in an uncertain world 306
Towards a fuzzy index of skewness 306
Option-based forecasts of volatility: An empirical study in the DAX-index options market 305
Nonlinear dynamics in asset pricing: the role of a sentiment index 305
Fuzzy binary tree model for European options 304
The use of option prices in order to evaluate the skewness risk premium 303
The optimal corridor for implied volatility: From periods of calm to turmoil 302
Construction and properties of volatility indices for Austria, Finland and Spain 302
The forecasting performance of corridor implied volatility in the Italian market 301
A note on fuzzy linear systems 300
Climate risk measures and main data providers 296
Corridor implied volatility and the variance risk premium in the Italian market 295
Climate change and asset pricing: a focused review of literature 294
A model for pricing an option with a fuzzy payoff 294
Hedging effectiveness of cryptocurrencies in the European stock market 292
Fuzzy linear systems of the form A(1)x plus b(1) = A(2)x plus b(2) 291
A poset-based analysis of regional innovation at European level 286
Call and put implied volatilities and the derivation of option implied trees 284
Fuzzy approaches to option price modelling 282
Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach 282
The relation between implied and realised volatility in the DAX index options market 279
The use of option prices to assess the skewness risk premium 279
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 278
On the no arbitrage condition in option implied trees 276
Googling Investor Sentiment around Europe 275
The assessment of environmental sustainability of European companies: a MCDM approach 275
Solving parametric fuzzy linear systems by a non linear programming method 275
Option implied moments obtained through fuzzy regression 272
Note on ranking fuzzy triangular numbers 267
The optimal corridor for implied volatility: from calm to turmoil periods 250
Fuzzy up and down probabilities in a financial problem 250
Financial innovation, FinTech, and implications for financial markets 249
Designing volatility indices for Austria, Finland and Spain 248
Option pricing in the presence of uncertainty 247
Pricing options on a vague asset 241
Investor sentiment and trading behavior 234
The Risk-Asymmetry Index as a New Measure of Risk 231
The Skew Pattern of Implied Volatility in the DAX Index Options Market 229
The skewness index: uncovering the relation with volatility and market returns 229
The skewness index: uncovering the relationship with volatility and market returns 228
Totale 35.452
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Categoria #
all - tutte 130.033
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 130.033
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/20223.128 0 0 0 202 193 370 235 164 440 524 709 291
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
2025/202612.104 874 562 980 1.355 1.244 875 1.498 779 1.329 1.186 785 637
2026/20273.986 553 1.337 940 1.156 0 0 0 0 0 0 0 0
Totale 40.691