Amanote Research

Amanote Research

    RegisterSign In

Discover open access scientific publications

Search, annotate, share and cite publications


Publications by Francesco Rapisarda

The Multivariate Mixture Dynamics: Consistent No-Arbitrage Single-Asset and Index Volatility Smiles

IISE Transactions
IndustrialManufacturing Engineering
2017English

A Case of Rare Diffuse Alveolar Hemorrhage and Review of Literature

Clinical Medicine Insights: Case Reports
Medicine
2017English

Related publications

Asset Volatility

Review of Accounting Studies
AccountingManagementBusiness
2017English

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

2012English

Risky Arbitrage, Asset Prices, and Externalities

Economic Theory
EconomicsEconometrics
2006English

Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash

Review of Financial Studies
AccountingEconomicsEconometricsFinance
1996English

Asset Holding and Consumption Volatility

Working Paper Series
1998English

Generalized Arbitrage-Free SVI Volatility Surfaces

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2016English

Precautionary Volatility and Asset Prices

SSRN Electronic Journal
2014English

Time-Varying Volatility in Canadian and U.S. Stock Index and Index Futures Markets: A Multivariate Analysis

Journal of Financial Research
AccountingFinance
2000English

Asset Holding and Consumption Volatility

1998English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy