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Publications by Michele Leonardo Bianchi

Financial Market Models With Lévy Processes and Time-Varying Volatility

Journal of Banking and Finance

English

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Time Varying Volatility in the Indian Stock Market

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Integrating Volatility Clustering Into Exponential Lévy Models

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Testing Explosive Bubbles With Time-Varying Volatility

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Learning and Time-Varying Macroeconomic Volatility

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Financial Market Volatility and Primary Placements

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Multivariate Option Pricing With Time Varying Volatility and Correlations

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Multivariate Option Pricing With Time Varying Volatility and Correlations

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The Macroeconomic Forecasting Performance of Autoregressive Models With Alternative Specifications of Time-Varying Volatility

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Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

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