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Massimiliano Cecconi

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This is information that was supplied by Massimiliano Cecconi in registering through RePEc. If you are Massimiliano Cecconi , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Massimiliano
Middle Name:
Last Name: Cecconi
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RePEc Short-ID: pce9

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Homepage:
Postal Address: Banca Popolare di Milano Area Rischi Piazza F. Meda, 4 20121 Milano
Phone: +39 02 77003623

Affiliation

Works

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Working papers

  1. Massimiliano Cecconi & Giampiero M. Gallo & Marco J. Lombardi, 2002. "GARCH-based Volatility Forecasts for Market Volatility Indices," Econometrics Working Papers Archive wp2002_06, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

Articles

  1. Elisa Alghisi Manganello & Massimiliano Cecconi & Andrea Resti, 2009. "Estimating Exposure at Default under the Internal Ratings-Based Approach," BANCARIA, Bancaria Editrice, vol. 12, pages 28-47, December.

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