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Alessandro Cardinali

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This is information that was supplied by Alessandro Cardinali in registering through RePEc. If you are Alessandro Cardinali , 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: Alessandro
Middle Name:
Last Name: Cardinali
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RePEc Short-ID: pca935

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Affiliation

Univeristy of Bristol, School of Matematics
Homepage: http://www.maths.bris.ac.uk
Location: Bristol

Works

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Articles

  1. Alessandro Cardinali, 2012. "Estimating volatility from ATM options with lognormal stochastic variance and long memory," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 22(9), pages 733-748, May.
  2. Cardinali Alessandro & Nason Guy P, 2011. "Costationarity of Locally Stationary Time Series," Journal of Time Series Econometrics, De Gruyter, De Gruyter, vol. 2(2), pages 1-35, January.
  3. Alessandro Cardinali, 2009. "A Generalized Multiscale Analysis Of The Predictive Content Of Eurodollar Implied Volatilities," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 1-18.

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