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Disambiguation of "Bellini, Fabio"

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Backtesting VaR and expectiles with realized scores.

, , and . Stat. Methods Appl., 28 (1): 119-142 (2019)

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Valerio Bellini

Emanuele Bellini

Fabio Sternberg

Fabio Galbusera

Fabio Farinon

 

Other publications of authors with the same name

Implicit quantiles and expectiles., , and . Ann. Oper. Res., 313 (2): 733-753 (2022)Comparison Results for GARCH Processes., , , and . J. Appl. Probab., 51 (3): 685-698 (2014)Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation., and . Commun. Stat. Simul. Comput., 38 (1): 31-45 (2009)Risk measures with the CxLS property., , , and . Finance Stochastics, 20 (2): 433-453 (2016)Option pricing in a conditional Bilateral Gamma model., and . Central Eur. J. Oper. Res., 22 (2): 373-390 (2014)Risk parity with expectiles., , , and . Eur. J. Oper. Res., 291 (3): 1149-1163 (2021)Law-Invariant Functionals on General Spaces of Random Variables., , , and . SIAM J. Financial Math., 12 (1): 318-341 (2021)Conditional tail behaviour and Value at Risk, and . Quantitative Finance, 7 (6): 599--607 (2007)Backtesting VaR and expectiles with realized scores., , and . Stat. Methods Appl., 28 (1): 119-142 (2019)Short Communication: An Axiomatization of $Łambda$-Quantiles., and . SIAM J. Financial Math., 13 (1): 26- (2022)