Pubblicazioni scientifiche

Azzone, M.; Torricelli, L., On the implied volatility skew outside the at-the-money point, «QUANTITATIVE FINANCE», in corso di stampa, online first, pp. 1 - 11 [Articolo in rivista] Open Access

Verme, Paolo, Predicting Poverty, «THE WORLD BANK ECONOMIC REVIEW», in corso di stampa, -, pp. 1 - 26 [Articolo in rivista]

Lanconelli, Alberto; Percin, Berk Tan, A new numerical scheme for Ito stochastic differential equations based on Wick-type Wong-Zakai arguments, «INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS», in corso di stampa, online first, pp. 1 - 8 [Articolo in rivista]

Crescenzi, Federico; Mori, Lorenzo, On the estimation of fuzzy poverty indices using official survey data. Variance estimation, robustness and computational considerations, «JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION», in corso di stampa, online first, pp. 1 - 28 [Articolo in rivista]

To, D. -K.; Adimari, G.; Chiogna, M., A New Evaluation Strategy for Diagnostic Tests Under Umbrella or Tree Ordering, «INTERNATIONAL STATISTICAL REVIEW», in corso di stampa, To be defined (Early view), pp. 1 - 22 [Articolo in rivista]

Angelini, Francesco; Castellani, Massimiliano, Efficiency and quality: an empirical analysis of Italian fine dining restaurants, «JOURNAL OF FOODSERVICE BUSINESS RESEARCH», in corso di stampa, online first, pp. 1 - 28 [Articolo in rivista]

Bernini, Cristina; Tampieri, Alessandro, Disentangling Job Satisfaction: The Roles ofMonetary and Non-Monetary Factors Across Job Types and Income Levels, «BRITISH JOURNAL OF INDUSTRIAL RELATIONS», in corso di stampa, 0, pp. 1 - 24 [Articolo in rivista]

Emili, S.; Galli, F., A simultaneous system of dynamic spatial stochastic frontier models with dependent error components and inefficiency determinants, «SPATIAL STATISTICS», in corso di stampa, xx, pp. 1 - 23 [Articolo in rivista]

Dreassi, Emanuela; Pratelli, Luca; Rigo, Pietro, Knockoffs for partially exchangeable categorical covariates, «STATISTICAL METHODS & APPLICATIONS», in corso di stampa, 1, pp. 1 - 25 [Articolo in rivista]

Galli, Federica; Piedra-Peña, Juan A.; Breuillé, Marie-Laure; Le Gallo, Julie, Is compulsory inter-municipal cooperation an efficiency booster?, «REGIONAL SCIENCE AND URBAN ECONOMICS», in corso di stampa, xx, pp. xx - xx [Articolo in rivista]

Ferrari, Luisa; Ventrucci, Massimo, A standardization procedure to incorporate variance partitioning‐based priors in latent Gaussian models, «SCANDINAVIAN JOURNAL OF STATISTICS», in corso di stampa, online first 09/12/2025, pp. 1 - 31 [Articolo in rivista]

Masi, M.; Marrocco, E. S.; Yeter, G.; Vecchio, Y.; Sardaro, R.; Raggi, M.; Adinolfi, F., Circular aquaculture: Unpacking views from farm to fork, «MARINE POLICY», 2026, 185, pp. 1 - 14 [Articolo in rivista] Open Access

Gardini, Aldo; Greco, Fedele; Trivisano, Carlo, A note on auxiliary mixture sampling for Bayesian Poisson models, «STATISTICS AND COMPUTING», 2026, 36, pp. 1 - 15 [Articolo in rivista] Open Access

Ballestra, Luca Vincenzo; D'Innocenzo, Enzo; Tezza, Christian, A GARCH model with two volatility components and two driving factors, «JOURNAL OF EMPIRICAL FINANCE», 2026, 85, pp. 1 - 24 [Articolo in rivista] Open Access

Catania, Leopoldo; D'Innocenzo, Enzo; Luati, Alessandra, Unobserved component models, approximate filters and dynamic adaptive mixture models, «JOURNAL OF ECONOMETRICS», 2026, 253, pp. 1 - 12 [Articolo in rivista] Open Access

Romagnoli, Silvia; Sartini, Beniamino, A fuzzy-and-fair framework for solar irradiance modeling and derivative pricing: Bridging photovoltaic production risk and climate-linked finance, «APPLIED ENERGY», 2026, 404, pp. 1 - 38 [Articolo in rivista] Open Access

Biondi, Beatrice, Do driver assistance systems mitigate passengers’ perceived risk when riding with a driver under the influence of alcohol? Evidence from a discrete choice experiment among youths, «TRANSPORT POLICY», 2026, 177, pp. 1 - 11 [Articolo in rivista]

Mussoni, Maurizio; Vici, Laura, Exogenous Shocks and Resilience in Tourism. A Regional Science Perspective, «SR SCIENZE REGIONALI», 2025, 2025, pp. 297 - 309 [Articolo in rivista]

Stracqualursi, Luisa, A Lightweight Exponential-Weighted Ensemble for Crop Recommendation, «JOURNAL OF AGRICULTURAL, BIOLOGICAL, AND ENVIRONMENTAL STATISTICS», 2025, Online first, pp. 1 - 17 [Articolo in rivista] Open Access

Catania, Leopoldo; Luati, Alessandra, Quasi Maximum Likelihood Estimation of Value at Risk and Expected Shortfall, «ECONOMETRICS AND STATISTICS», 2025, 33, pp. 23 - 34 [Articolo in rivista]