2
H index
1
i10 index
132
Citations
Antonio Cosma : Citation Profile
Università degli Studi di Bergamo | RESEARCH PRODUCTION: 2 Articles 14 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2005 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Antonio Cosma. | Is cited by:
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Main data
Where Antonio Cosma has published?
Recent works citing Antonio Cosma (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Option Valuation through Deep Learning of Transition Probability Density. (2021). Newton, David P ; Tretyakov, M V ; Su, Haozhe. In: Papers. RePEc:arx:papers:2105.10467. Full description at Econpapers || Download paper |
| 2023 | Changing patterns of risk-sharing channels in the United States and the euro area. (2023). Cimadomo, Jacopo ; Mumtaz, Haroon ; Lengyel, Andras ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20232849. Full description at Econpapers || Download paper |
| 2023 | Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594. Full description at Econpapers || Download paper |
| 2023 | Do sovereign-bond issuers learn from peers?. (2023). Chidambaran, N K ; Chahine, Salim. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000438. Full description at Econpapers || Download paper |
| 2023 | Industry return lead-lag relationships between the US and other major countries. (2023). Sebastio, Helder ; Silva, Nuno ; Monteiro, Ana. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00439-1. Full description at Econpapers || Download paper |
Works by Antonio Cosma:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Early exercise decision in American options with dividends, stochastic volatility and jumps In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps.(2016) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | Early Exercise Decision in American Options with Dividends, Stochastic Volatility, and Jumps.(2020) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2012 | Valuing American Options Using Fast Recursive Projections In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Valuing American options using fast recursive projections.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Valuing American options using fast recursive projections.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Valuing American options using fast recursive projections.(2015) In: DEM Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | A nonparametric ACD model In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 1 |
| 2006 | A Nonparametric ACD Model.(2006) In: LSF Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | A non parametric ACD model.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2009 | The Dark Side of Global Integration: Increasing Tail Dependence In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 122 |
| 2010 | The dark side of global integration: Increasing tail dependence.(2010) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 122 | article | |
| 2008 | The Dark Side of Global Integration: Increasing Tail Dependence.(2008) In: DEM Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 122 | paper | |
| 2019 | Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2017 | Inference in Conditional Moment Restriction Models when there is Selection due to Stratification.(2017) In: DEM Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | Multiariate Wavelet-based sahpe preserving estimation for dependant observation In: FAME Research Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2024 | Missing Endogenous Variables in Conditional Moment Restriction Models In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team