Michele Leonardo Bianchi

Michele Leonardo Bianchi

Bank of Italy - Rome / Italy
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4621260
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person_outline Michele Leonardo Bianchi's MOST POPULAR ARTICLES
1-) Financial models with Lévy processes and volatility clusteringST Rachev, YS Kim, ML Bianchi, FJ FabozziJohn Wiley & Sons, 20111962011
2-) Financial market models with Lévy processes and time-varying volatilityYS Kim, ST Rachev, ML Bianchi, FJ FabozziJournal of Banking & Finance 32 (7), 1363-1378, 20081302008
3-) Time series analysis for financial market meltdownsYS Kim, ST Rachev, ML Bianchi, I Mitov, FJ FabozziJournal of Banking & Finance 35 (8), 1879-1891, 20111202011
4-) Tempered stable and tempered infinitely divisible GARCH modelsYS Kim, ST Rachev, ML Bianchi, FJ FabozziJournal of Banking & Finance 34 (9), 2096-2109, 20101192010
5-) The modified tempered stable distribution, GARCH-models and option pricingYS Kim, ST Rachev, DM Chung, ML BianchiProbability and Mathematical statistics 29 (1), 91-117, 20091142009