Fabrizio Di Sciorio

10 Questions 11 Answers 0 Followers

Questions related from Fabrizio Di Sciorio

Where can I find a banking loss data related to cyber attack?

I find a banking loss date related to cyber attack, can you help me?

10 October 2018 5,579 1 View

Girsanov theorem a simply example?

Do you have a simply paper on the change of measures in finance (Girsanov Theorem)?

01 January 2018 5,339 1 View

From function probability w(p) to density function

I estimated a function w(p), this function is not linear. How to estimate the density function or pdf?

07 July 2017 5,640 2 View

Curve fitting, can we help me please?

How to fit a f(x) with two constraints?

06 June 2017 2,911 0 View

Black Litterman Model

How to generalize the Black Litterman Model?

06 June 2017 3,510 1 View

It is possible to estimate the probability from time series?

I have a log-return time series, I estimate the distribution probability function, it is possible to estimate the probability of the individual return?

05 May 2017 4,734 0 View

Chaos Theory in Financial Markets?

Are there a papers on Chaos Theory in Financial Markets?

04 April 2017 8,361 1 View

BEKK in R with mgarch Bekk?

Do i need a powerful pc to compute the data?

04 April 2017 3,975 0 View

There is another(Garch) model to estimate the volatility?

Over Garch and Arch Model

03 March 2017 8,009 0 View

How estimate the Beta?

I estimate the beta with heteroskedasticity model

01 January 1970 3,715 1 View