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Nicola Fusari

a johns hopkins carey business school

12H指数
40论文数
1.0K被引数
收录论文 8
发表时间
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Testing for Asset Price Bubbles Using Options Data利用期权数据进行资产价格泡沫检验
errJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
err2025-01-22
err0
PREAI
errNicola Fusari; Robert Jarrow; Sujan Lamichhane
err分享
err收藏
Asset Pricing with Cohort-Based Trading in MBS Markets
errJOURNAL OF FINANCE
IF9.5
err2022-10-06
err6
errOAAI
errFusari, Nicola; Li, Wei; Liu, Haoyang; Song, Zhaogang
err分享
err收藏
Option market trading activity and the estimation of the pricing kernel: A Bayesian approach
errJOURNAL OF ECONOMETRICS
IF4
err2020-06-01
err6
PREAI
errBarone-Adesi, Giovanni; Fusari, Nicola; Mira, Antonietta; Sala, Carlo
err分享
err收藏
Unified inference for nonlinear factor models from panels with fixed and large time span
errJOURNAL OF ECONOMETRICS
IF4
err2019-09-01
err6
errOAAI
errAndersen, Torben G.; Fusari, Nicola; Todorov, Viktor; Varneskov, Rasmus T.
err分享
err收藏
Short-Term Market Risks Implied by Weekly Options
errJOURNAL OF FINANCE
IF9.5
err2017-04-13
err58
errOAAI
errAndersen, Torben G.; Fusari, Nicola; Todorov, Viktor
err分享
err收藏
The risk premia embedded in index options
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2015-09-01
err139
errOAAI
errAndersen, Torben G.; Fusari, Nicola; Todorov, Viktor
err分享
err收藏
Parametric Inference and Dynamic State Recovery From Option Panels
errECONOMETRICA
IF7.1
err2015-06-08
err71
errOAAI
errAndersen, Torben G.; Fusari, Nicola; Todorov, Viktor
err分享
err收藏
Realizing smiles: Options pricing with realized volatility
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2013-02-01
err84
errOAAI
errCorsi, Fulvio; Fusari, Nicola; La Vecchia, Davide
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
R
Robert A. Jarrow
H 指数: 63 · 论文数: 518
T
Torben G. Andersen
H 指数: 60 · 论文数: 208
李玮 封面图
李玮 (Wei Li)
H 指数: 59 · 论文数: 607
V
Viktor Todorov
H 指数: 33 · 论文数: 148
F
Fulvio Corsi
H 指数: 26 · 论文数: 105
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