Browsing Articles - Economics and Management by Author "Marinelli C"
Marinelli C; Quer-Sardanyons Lluís (2012)We prove existence of weak solutions (in the probabilistic sense) for a general class of stochastic semilinear wave equations on bounded domains of Rd driven by a possibly discontinuous square integrable martingale.
Marinelli C; d'Addona Stefano; Rachev ST (2012)For purposes of Value-at-Risk estimation, we consider several multivariate families of heavy-tailed distributions, which can be seen as multidimensional versions of Paretian stable and Student's t distributions allowing ...
Marinelli C; Weissensteiner A (2014)We analyze the relation between earnings forecast accuracy and the expected profitability of financial analysts. Modeling forecast errors with a multivariate normal distribution, a complete characterization of the payoff ...