Enzo D'innocenzo

Publication Activity (10 Years)

Years Active: 2024-2024
Publications (10 Years): 1

Top Topics

Financial Markets

Top Venues

Eur. J. Oper. Res.

Publications

Luca Vincenzo Ballestra, Enzo D'innocenzo, Andrea Guizzardi
A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options. Eur. J. Oper. Res. 314 (3) (2024)