Federico Severino

Federico Severino

Université Laval - Québec / Canada
Economics & Econometrics / Economics
AD Scientific Index ID: 5325349
Laval University
person_outline Federico Severino's MOST POPULAR ARTICLES
1-) A persistence‐based Wold‐type decomposition for stationary time seriesF Ortu, F Severino, A Tamoni, C TebaldiQuantitative Economics 11 (1), 203-230, 2020282020
2-) COVID-19 effects on the Canadian term structure of interest ratesF Severino, MA Cremona, É DadiéAvailable at SSRN 3762628, 202152021
3-) Long‐term risk with stochastic interest ratesF SeverinoMathematical Finance, 201952019
4-) Robo-advisors: A big data challengeF Severino, S ThierryBig Data in Finance: Opportunities and Challenges of Financial …, 202242022
5-) Optimal asset allocation with heterogeneous persistent shocks and myopic and intertemporal hedging demandD Di Virgilio, F Ortu, F Severino, C TebaldiBehavioral Finance: The Coming of Age, 57-108, 201942019