MUZZIOLI, Silvia
 Distribuzione geografica
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Continente #
NA - Nord America 11.808
EU - Europa 9.580
AS - Asia 7.571
SA - Sud America 987
AF - Africa 210
OC - Oceania 96
Continente sconosciuto - Info sul continente non disponibili 18
Totale 30.270
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Nazione #
US - Stati Uniti d'America 11.595
IT - Italia 3.385
GB - Regno Unito 2.680
SG - Singapore 2.425
CN - Cina 2.023
HK - Hong Kong 1.020
BR - Brasile 785
DE - Germania 715
SE - Svezia 715
VN - Vietnam 459
FR - Francia 363
RU - Federazione Russa 268
TR - Turchia 253
KR - Corea 239
IN - India 237
FI - Finlandia 207
UA - Ucraina 202
ID - Indonesia 177
NL - Olanda 142
CA - Canada 129
PL - Polonia 115
TW - Taiwan 111
IE - Irlanda 109
PK - Pakistan 94
BG - Bulgaria 93
BE - Belgio 91
JP - Giappone 91
ES - Italia 82
MY - Malesia 77
ZA - Sudafrica 68
AU - Australia 66
MX - Messico 61
AT - Austria 59
AR - Argentina 58
LT - Lituania 57
BD - Bangladesh 54
IR - Iran 54
CH - Svizzera 53
TN - Tunisia 52
GR - Grecia 44
CZ - Repubblica Ceca 43
CL - Cile 41
IL - Israele 40
RO - Romania 36
CO - Colombia 35
AE - Emirati Arabi Uniti 33
NZ - Nuova Zelanda 30
TH - Thailandia 29
IQ - Iraq 28
EC - Ecuador 26
DK - Danimarca 22
BH - Bahrain 19
NO - Norvegia 19
EU - Europa 16
EG - Egitto 15
HU - Ungheria 15
MA - Marocco 14
DZ - Algeria 13
VE - Venezuela 13
GH - Ghana 12
MO - Macao, regione amministrativa speciale della Cina 12
KE - Kenya 11
KZ - Kazakistan 11
PE - Perù 11
PH - Filippine 11
UZ - Uzbekistan 11
PT - Portogallo 10
IS - Islanda 9
SA - Arabia Saudita 9
UY - Uruguay 8
LB - Libano 7
LK - Sri Lanka 7
NG - Nigeria 7
PY - Paraguay 7
AL - Albania 6
CY - Cipro 6
LU - Lussemburgo 6
MD - Moldavia 6
KW - Kuwait 5
NP - Nepal 5
RS - Serbia 5
AZ - Azerbaigian 4
CR - Costa Rica 4
DO - Repubblica Dominicana 4
EE - Estonia 4
JO - Giordania 4
OM - Oman 4
PA - Panama 4
SK - Slovacchia (Repubblica Slovacca) 4
BO - Bolivia 3
LV - Lettonia 3
MT - Malta 3
QA - Qatar 3
SI - Slovenia 3
TZ - Tanzania 3
AO - Angola 2
BA - Bosnia-Erzegovina 2
BY - Bielorussia 2
CI - Costa d'Avorio 2
HN - Honduras 2
Totale 30.237
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Città #
Southend 1.832
Santa Clara 1.415
Singapore 1.159
Hong Kong 915
Ashburn 892
Wilmington 825
Hefei 822
Fairfield 802
Chandler 681
Houston 542
Woodbridge 524
Modena 489
Jacksonville 399
Bologna 368
Nyköping 346
Seattle 328
London 323
Ann Arbor 319
Beijing 307
Dearborn 281
Cambridge 266
Falls Church 221
Los Angeles 195
Rome 195
Milan 176
Reggio Emilia 171
Ho Chi Minh City 164
Flint 162
Seoul 158
Jakarta 130
Parma 126
New York 123
Council Bluffs 122
Helsinki 116
Chicago 114
Munich 110
Princeton 106
Moscow 95
Hanoi 93
San Francisco 93
Sofia 93
Grafing 86
The Dalles 86
Izmir 81
Boardman 79
Redwood City 77
Buffalo 73
Eugene 71
São Paulo 71
San Diego 69
Shanghai 64
Formigine 62
Dallas 61
Frankfurt am Main 55
Menlo Park 55
Florence 54
Taipei 53
Dublin 51
Paris 47
Dong Ket 44
Tokyo 44
Warsaw 44
Des Moines 43
Brussels 41
Stockholm 41
Salt Lake City 40
Phoenix 37
Guangzhou 36
Johannesburg 36
Rio de Janeiro 36
Chennai 35
Toronto 35
Denver 34
Manchester 34
Nuremberg 34
Redondo Beach 34
Kent 33
Brooklyn 32
Orem 32
Poznan 32
Lahore 30
San Jose 30
Delhi 28
Bristol 27
Cascina 27
Montreal 27
Fremont 26
Tunis 26
Turin 26
Turku 26
Vienna 26
Atlanta 25
Macerata 25
Naples 25
Mexico City 24
Bengaluru 23
Verona 23
Bari 22
Palermo 22
Ankara 21
Totale 19.079
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Nome #
Fear or greed? What does a skewness index measure? 867
Climate risk definition and measures: asset pricing models and stock returns 534
News Sentiment indicators and the Cross‐Section of Stock Returns in the European Stock Market 512
Assessing skewness in financial markets 494
Tools and practices for LGBT+ inclusion in tertiary education: the development of the LGBT+ University Inclusion Index and its application to Italian universities 482
On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study 440
Moment Risk Premia and the Cross-Section of Stock Returns 435
Machine learning technique to compute climate risk in finance 423
The information content of corridor volatility measures during calm and turmoil periods 380
A note on normalization schemes: The case of generalized forecast error variance decompositions 367
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 361
The properties of a skewness index and its relation with volatility and returns 360
Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions 349
The pricing of options on an interval binomial tree. An application to the DAX-index option market 342
The Future of Fuzzy Sets in Finance: New Challenges in Machine Learning and Explainable AI 336
The Risk-Asymmetry Index 331
A TOPSIS analysis of regional competitiveness at European level 328
Towards a skewness index for the Italian stock market 326
Volatility co-movements: a time scale decomposition analysis 325
Option based forecasts of volatility: An empirical study in the DAX index options market 325
A comparison of machine learning methods for predicting stock returns in the US market 322
Option implied trees and implied moments 320
A note on the Pastor et al. (2021) model 316
American Option Pricing with Imprecise Risk-Neutral Probabilities 314
An OWA Analysis of the VSTOXX volatility index 310
INDICES FOR FINANCIAL MARKET VOLATILITY OBTAINED THROUGH FUZZY REGRESSION 302
The solution of fuzzy linear systems by non-linear programming: a financial application 297
Corridor Implied Volatility and the Variance Risk Premium in the Italian Market 297
Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market 287
Asymmetric semi-volatility spillover effects in EMU stock markets 284
Investor sentiment and trading behavior 279
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function 278
Fuzzy binary tree model for European options 277
A comparative assessment of different fuzzy regression methods for volatility forecasting 275
Risk aversion connectedness in five European countries 274
Volatility co-movements: a time-scale decomposition analysis 273
Regional innovation in southern Europe: a poset-based analysis 271
Assessing skewness in financial markets 270
Existence of a fundamental solution of partial differential equations associated to Asian options 267
A multiperiod binomial model for pricing options in a vague world 263
A note on fuzzy linear systems 262
Implied trees in illiquid markets: A Choquet pricing approach 262
Financial connectedness among European volatility risk premia 259
The green premium in the European stock market 257
Towards a fuzzy index of skewness 257
Option-based forecasts of volatility: An empirical study in the DAX-index options market 255
Moment risk premia and the cross-section of stock returns in the European stock market 253
Towards a volatility index for the Italian stock market 251
The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market 250
Nonlinear dynamics in asset pricing: the role of a sentiment index 250
The optimal corridor for implied volatility: From periods of calm to turmoil 248
The relation between implied and realised volatility in the DAX index options market 247
American option pricing with imprecise risk neutral probabilities: from plain intervals to fuzzy sets 247
Towards a Fuzzy Volatility Index for the Italian Market 247
Risk-asymmetry indices in Europe 247
The forecasting performance of corridor implied volatility in the Italian market 246
The information content of option based forecasts of volatility: evidence from the Italian stock market 246
On the no arbitrage condition in option implied trees 245
The use of option prices in order to evaluate the skewness risk premium 244
Volatility risk premia and financial connectedness 241
Fundamentalists heterogeneity and the role of the sentiment indicator 240
Solving parametric fuzzy linear systems by a non linear programming method 239
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 236
Model-free moments: predictability of STOXX Europe 600 Oil & Gas future returns 233
Call and put implied volatilities and the derivation of option implied trees 233
The skew pattern of implied volatility in the DAX-index options market 233
A Multiperiod Binomial Model for Pricing Options in an Uncertain World 232
A model for pricing an option with a fuzzy payoff 228
The LGBT plus University Inclusion Index and its application to Italian universities 226
A multiperiod binomial model for ricing options in an uncertain world 226
Put-Call Parity and options’ forecasting power 226
Note on ranking fuzzy triangular numbers 225
Corridor implied volatility and the variance risk premium in the Italian market 225
Climate change and asset pricing: a focused review of literature 224
Fuzzy approaches to option price modelling 221
Construction and properties of volatility indices for Austria, Finland and Spain 220
Aggregating sentiment in Europe: the relationship with volatility and returns 219
Forecasting returns in the US market through fuzzy rule-based classification systems 218
Climate risk measures and main data providers 217
Hedging effectiveness of cryptocurrencies in the European stock market 217
Fuzzy linear systems of the form A(1)x plus b(1) = A(2)x plus b(2) 216
Option pricing in the presence of uncertainty 210
The use of option prices to assess the skewness risk premium 210
Googling Investor Sentiment around Europe 208
Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach 208
Option implied moments obtained through fuzzy regression 205
A poset-based analysis of regional innovation at European level 203
Pricing options on a vague asset 200
Designing volatility indices for Austria, Finland and Spain 200
The Skew Pattern of Implied Volatility in the DAX Index Options Market 193
Fuzzy binary tree model for European style vanilla options 185
The skewness index: uncovering the relation with volatility and market returns 184
Investor sentiment and trading behavior 182
The Risk-Asymmetry Index as a New Measure of Risk 181
Fuzzy up and down probabilities in a financial problem 180
Financial innovation, FinTech, and implications for financial markets 177
The optimal corridor for implied volatility: from calm to turmoil periods 175
Solving fuzzy systems of linear equations by a nonlinear programming method 167
The skew pattern of implied volatility in the DAX index options market 163
ESG criteria for the evaluation of European countries: a multicriteria analysis (MCDA) 159
Totale 27.451
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Categoria #
all - tutte 101.782
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 101.782
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/20211.812 0 0 0 0 0 226 233 280 184 365 319 205
2021/20223.768 206 234 162 202 193 370 235 166 445 535 725 295
2022/20232.689 245 255 319 176 230 362 105 283 353 81 140 140
2023/20242.738 108 115 149 219 456 240 203 376 107 176 204 385
2024/20258.266 408 133 236 558 1.228 1.093 638 518 801 680 956 1.017
2025/20265.803 881 564 989 1.370 1.253 746 0 0 0 0 0 0
Totale 30.576