Giulia Livieri
Biographic Data
| ID | 8921473 |
|---|---|
| NAME | Giulia Livieri |
| GIVEN NAMES | Giulia |
| FAMILY NAME | Livieri |
| SIGNATURE | LIVIERI G |
| AFFILIATIONS | Scuola Normale Superiore, Piazza dei Cavalieri, 7, 56126, Pisa, Italy () |
| ORCID | 0000-0002-3777-7329 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2020 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Understanding the householder solar panel consumer
A Stochastic Volatility Model With Realized Measures for Option Pricing
Based on the fact that realized measures of volatility are affected by measurement errors, we introduce a new family of discrete-time stochastic volatility models having two measurement equations relating both observed returns and realized measures to the latent conditional variance. A semi-analytical option pricing framework is developed for this class of models. In addition, we provide analytical filtering and smoothing recursions for the basic…
No prominent works on this page.
A Stochastic Volatility Model With Realized Measures for Option Pricing
Based on the fact that realized measures of volatility are affected by measurement errors, we introduce a new family of discrete-time stochastic volatility models having two measurement equations relating both observed returns and realized measures to the latent conditional variance. A semi-analytical option pricing framework is developed for this class of models. In addition, we provide analytical filtering and smoothing recursions for the basic…
Understanding the householder solar panel consumer
Art (1 work) · Behavioral economics (1 work) · Bounded rationality (1 work) · Complex Systems and Time Series Analysis (1 work) · Diffusion (1 work) · Econometrics (1 work) · Economic and Environmental Valuation (1 work) · Economics (1 work) · Energy, Environment, and Transportation Policies (1 work) · Financial Risk and Volatility Modeling (1 work)