Working Papers

1. Luca Vincenzo Ballestra, Enzo D’Innocenzo and Christian Tezza – GARCH option valuation with long-run and short-run volatility components: A novel framework ensuring positive variance. Read the Submitted Paper
2. Giovanni Angelini, Giuseppe Cavaliere, Enzo D’Innocenzo and Luca De Angelis – Time-Varying Poisson Autoregression. – Read the Working Paper

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