Silvia Muzzioli : Citation Profile


Are you Silvia Muzzioli?

Università degli Studi di Modena e Reggio Emilia
Università degli Studi di Modena e Reggio Emilia

5

H index

3

i10 index

101

Citations

RESEARCH PRODUCTION:

8

Articles

9

Papers

RESEARCH ACTIVITY:

   13 years (2001 - 2014). See details.
   Cites by year: 7
   Journals where Silvia Muzzioli has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 7 (6.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmu314
   Updated: 2020-09-22    RAS profile: 2015-07-31    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Silvia Muzzioli.

Is cited by:

Torricelli, Costanza (5)

Magni, Carlo Alberto (3)

cipollini, andrea (3)

Collan, Mikael (3)

Kearney, Fearghal (2)

Baruník, Jozef (2)

Shang, Han Lin (2)

Zmeškal, Zdeněk (2)

Manasseh, Charles (2)

Hübner, Georges (1)

Downarowicz, Anna (1)

Cites to:

Diebold, Francis (12)

Bollerslev, Tim (11)

Andersen, Torben (8)

Torricelli, Costanza (8)

Scholes, Myron (5)

Nielsen, Morten (4)

Mariano, Roberto (4)

Qu, Zhongjun (4)

Jackwerth, Jens (4)

Christensen, Bent Jesper (4)

Bekaert, Geert (4)

Main data


Where Silvia Muzzioli has published?


Journals with more than one article published# docs
European Journal of Operational Research3
Computational Economics2

Working Papers Series with more than one paper published# docs
Department of Economics / University of Modena and Reggio E., Faculty of Economics "Marco Biagi"5
Department of Economics (DEMB) / University of Modena and Reggio Emilia, Department of Economics "Marco Biagi"2

Recent works citing Silvia Muzzioli (2020 and 2019)


YearTitle of citing document
2019Implied volatility surface predictability: the case of commodity markets. (2019). Shang, Han Lin ; Sheenan, Lisa ; Kearney, Fearghal. In: Papers. RePEc:arx:papers:1909.11009.

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2019Implied volatility surface predictability: The case of commodity markets. (2019). Sheenan, Lisa ; Shang, Han Lin ; Kearney, Fearghal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302328.

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2020Moment risk premia and the cross-section of stock returns in the European stock market. (2020). Elyasiani, Elyas ; Muzzioli, Silvia ; Gambarelli, Luca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s037842661930305x.

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2019Testing the Predictive Ability of Corridor Implied Volatility Under GARCH Models. (2019). Lu, Shan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:2:d:10.1007_s10690-018-9262-5.

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2019Risk-asymmetry indices in Europe. (2019). Muzzioli, Silvia ; Gambarelli, Luca. In: Department of Economics. RePEc:mod:depeco:0157.

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2019The impact of the Fundamental Review of the Trading Book: A preliminary assessment on a stylized portfolio. (2019). Torricelli, Costanza ; Pederzoli, Rchiara. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0075.

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2019Valuation of an investment project in research and development in the pharmaceutical industry. (2019). Bustamante, Antonia Teran ; Aranda, Fernando Cruz. In: Contaduría y Administración. RePEc:nax:conyad:v:64:y:2019:i:1:p:43-44.

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2020Option implied moments obtained through fuzzy regression. (2020). Gambarelli, Luca ; Muzzioli, Silvia ; Baets, Bernard . In: Fuzzy Optimization and Decision Making. RePEc:spr:fuzodm:v:19:y:2020:i:2:d:10.1007_s10700-020-09316-x.

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Works by Silvia Muzzioli:


YearTitleTypeCited
2004A multiperiod binomial model for pricing options in a vague world In: Journal of Economic Dynamics and Control.
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article7
2005The pricing of options on an interval binomial tree. An application to the DAX-index option market In: European Journal of Operational Research.
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article3
2007The solution of fuzzy linear systems by non-linear programming: a financial application In: European Journal of Operational Research.
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article3
2009On the no-arbitrage condition in option implied trees In: European Journal of Operational Research.
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article10
2001A MODEL FOR PRICING AN OPTION WITH A FUZZY PAYOFF In: Fuzzy Economic Review.
[Citation analysis]
article4
2007Solving parametric fuzzy systems of linear equations by a nonlinear programming method In: Computational Economics.
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article0
2013The Forecasting Performance of Corridor Implied Volatility in the Italian Market In: Computational Economics.
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article21
2013Option Implied Trees and Implied Moments In: Department of Economics (DEMB).
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paper1
2013The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods In: Department of Economics (DEMB).
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paper5
2014Volatility risk premia and financial connectedness In: Department of Economics.
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paper1
2003Call and put implied volatilities and the derivation of option implied trees In: Department of Economics.
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paper0
2005The no arbitrage condition in option implied trees: evidence from the Italian index options market In: Department of Economics.
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paper0
2009The skew pattern of implied volatility in the DAX index options market In: Department of Economics.
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paper0
2011Assessing the information content of option-based volatility forecasts using fuzzy regression methods In: Department of Economics.
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paper0
2014Volatility risk premia and financial connectedness In: Center for Economic Research (RECent).
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paper1
2010Towards a volatility index for the Italian stock market In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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paper2
2010Option-based forecasts of volatility: an empirical study in the DAX-index options market In: The European Journal of Finance.
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article43

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