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Massimiliano Cecconi

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First Name:Massimiliano
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Last Name:Cecconi
RePEc Short-ID:pce9
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Banca Popolare di Milano Area Rischi Piazza F. Meda, 4 20121 Milano
+39 02 77003623
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  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".
  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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