Andrea Granelli

Publication Activity (10 Years)

Years Active: 2016-2016
Publications (10 Years): 1

Top Topics

Social Cognition

Top Venues

SIAM J. Financial Math.

Publications

Andrea Granelli, Almut E. D. Veraart
Modeling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion. SIAM J. Financial Math. 7 (1) (2016)