| Arbitrage, contract design, and market structure in Bitcoin futures markets R De Blasis, A Webb Journal of Futures Markets 42 (3), 492-524, 2022 | 17 | 2022 |
| The price leadership share: a new measure of price discovery in financial markets R De Blasis Annals of Finance 16 (3), 381-405, 2020 | 17 | 2020 |
| Price leadership and volatility linkages between oil and renewable energy firms during the COVID-19 pandemic R De Blasis, F Petroni Energies 14 (9), 2608, 2021 | 15 | 2021 |
| Novel advancements in the Markov chain stock model: analysis and inference VS Barbu, G D’amico, R De Blasis Annals of Finance 13, 125-152, 2017 | 14 | 2017 |
| A review of the dividend discount model: From deterministic to stochastic models G d'Amico, R De Blasis Statistical Topics and Stochastic Models for Dependent Data with …, 2020 | 12 | 2020 |
| A multivariate Markov chain stock model G D'Amico, R De Blasis Scandinavian Actuarial Journal 2020 (4), 272-291, 2020 | 12 | 2020 |
| Intelligent design: stablecoins (in) stability and collateral during market turbulence R De Blasis, L Galati, A Webb, RI Webb Financial Innovation 9 (1), 85, 2023 | 7 | 2023 |
| A Multivariate High-Order Markov Model for the Income Estimation of a Wind Farm R De Blasis, GB Masala, F Petroni Energies 14 (2), 1-1, 2021 | 5 | 2021 |
| Weighted-indexed semi-Markov model: calibration and application to financial modeling R De Blasis Financial Innovation 9 (1), 35, 2023 | 3 | 2023 |
| The Mixture Transition Distribution approach to networks: Evidence from stock markets G D’Amico, R De Blasis, F Petroni Physica A: Statistical Mechanics and its Applications 632, 129335, 2023 | 1 | 2023 |
| Perturbation analysis for dynamic poverty indexes G D’Amico, R De Blasis, F Gismondi Communications in Statistics-Theory and Methods 52 (19), 6820-6839, 2023 | 1 | 2023 |
| Confidence sets for dynamic poverty indexes G D'Amico, R De Blasis Journal of Applied Statistics 49 (15), 3908-3927, 2022 | 1 | 2022 |
| Discretion over Regulation: The Effectiveness of a Post-trade Transparency Regime V Dang, R De Blasis, V Mollica Available at SSRN 3624774, 2020 | 1 | 2020 |
| A new measure of price discovery in financial markets R De Blasis Available at SSRN 3297869, 2019 | 1 | 2019 |
| Dividend based risk measures: A Markov chain approach G D'Amico, R De Blasis Applied Mathematics and Computation 471, 128611, 2024 | | 2024 |
| Advertising investments on television: real option estimation through Markov chains G D’Amico, R De Blasis, V Vigna Quality & Quantity, 1-18, 2024 | | 2024 |
| The Information Content of Delayed Block Trades in Decentralised Markets L Galati, R De Blasis Economics & Statistics Discussion Papers, 2024 | | 2024 |
| Energy community with shared photovoltaic and storage systems: influence of power demand in cost optimization R De Blasis, G Pacelli, S Vergine Applied Stochastic Models in Business and Industry, 2024 | | 2024 |
| Two Cholesky-GARCH approaches to model multivariate volatility LV Ballestra, R De Blasis, G Pacelli | | 2022 |
| A Semi-Markov Approach to Financial Modelling During the COVID-19 Pandemic R De Blasis International Conference on Time Series and Forecasting, 47-58, 2022 | | 2022 |
Guglielmo D'AmicoProfessor of Mathematical Methods for Economics, University "G. d'Annunzio", Department of Economics在 unich.it 的电子邮件经过验证
