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Alessandro Cardinali


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First Name: Alessandro
Middle Name:
Last Name: Cardinali

RePEc Short-ID: pca935

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Univeristy of Bristol, School of Matematics
Location: Bristol


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  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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