Christian Tezza

University of Bologna (from arXiv:2410.14513, 2024) · OpenAlex

2 papers in scope · 1 published · 2 on the econ.EM arXiv · 1 citations · h-index 1 (over the papers listed here)

Papers

A GARCH model with two volatility components and two driving factors

published2025 · Journal of Empirical Finance · 1 citations · first circulated 2024

with Luca Vincenzo Ballestra, Enzo D’Innocenzo, Enzo D apos Innocenzo

Paper profile Journal of Empirical Finance arXiv:2410.14585

GARCH option valuation with long-run and short-run volatility components: A novel framework ensuring positive variance

working paper2024 · arXiv

with Luca Vincenzo Ballestra, Enzo D’Innocenzo

Paper profile arXiv arXiv:2410.14513

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.