Marco Neffelli

University of Genoa (per OpenAlex) · ORCID · OpenAlex

3 papers in scope · 2 published · 2 on the econ.EM arXiv · 21 citations · h-index 3 (over the papers listed here)

Papers

Show only papers in our arXiv econ.EM corpus (1 of 3)

Target Matrix Estimators in Risk-Based Portfolios

published2018 · Risks · 5 citations

Risks

Is VIX still the investor fear gauge? Evidence for the US and BRIC markets

working paper2018 · arXiv · 12 citations

with Marina Resta

Paper profile arXiv arXiv:1806.07556

Ricostruzione di superfici di volatilità mediante l’utilizzo di reti neurali auto-associative: un caso studio basato sull’analisi non lineare delle componenti principali

published2018 · Risk Management Magazine · 4 citations

with Ottavio Caligaris, Pier Giuseppe Giribone

Risk Management Magazine

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.