Concepedia

Ferdinando M. Ametrano

FM

Statistics

Publications

6

Citations

211

H-Index

6

Active since

2009

Affiliations

University of Milano-Bicocca(Current)

University of Milan

Intesa Sanpaolo (Italy)

University of Bologna

Ferdinando M. Ametrano is an author at University of Milano-Bicocca specializing in business, engineering, and finance.

Top concepts

FinanceBusinessEngineeringEconomicsBlockchainStatisticsFintechTechnologyCryptographyEconometrics

Publications per year

2009–2021

6

Publications

6

Hayek Money: The Cryptocurrency Price Stability Solution

Ferdinando M. Ametrano · SSRN Electronic Journal · 2014 · 66 citations · Full text

Bootstrapping the Illiquidity: Multiple Yield Curves Construction for Market Coherent Forward Rates Estimation

Ferdinando M. Ametrano, Marco Bianchetti · 2009 · 54 citations

Term Structure Model, Engineering, Liquidity Crisis +17

Everything You Always Wanted to Know about Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask

Ferdinando M. Ametrano, Marco Bianchetti · SSRN Electronic Journal · 2013 · 51 citations · Full text

Exploring the dependencies among main cryptocurrency log‐returns: A hidden Markov model

Fulvia Pennoni, Francesco Bartolucci, Gianfranco Forte et al. · Economic Notes · 2021 · 15 citations · Full text

Volatility Modeling, Engineering, Cryptocurrency +18

Bitcoin, Blockchain, and Distributed Ledger Technology

Ferdinando M. Ametrano · SSRN Electronic Journal · 2016 · 13 citations · Full text

Engineering, Information Security, Distributed Ledger +20

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