Simone Manganelli

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Books by Simone Manganelli (50 max)

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Value at risk models in finance

2001

Simone Manganelli, R. F. Engle, European Central Bank

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Sensitivity analysis of volatility: a new tool for risk management

2002

Simone Manganelli

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A new theory of forecasting

2006

Simone Manganelli, European Central Bank

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Market discipline, financial integration and fiscal rules: what drives spreads in the euro area government bond market?

2007

Simone Manganelli

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Asset allocation by penalized least squares

2007

Simone Manganelli