Concepedia

Michele Bufalo

MB

Statistics

Publications

14

Citations

283

H-Index

12

Active since

2019

Affiliations

Sapienza University of Rome(Current)

University of Bari Aldo Moro

Università di Camerino

Michele Bufalo is an author at Sapienza University of Rome specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsStatisticsEngineeringForecastingAsset PricingFinancial ModelingFinancial EconomicsCox-ingersoll-ross Model

Publications per year

2019–2024

14

Publications

14

Interest rates calibration with a CIR model

Giuseppe Orlando, Rosa Maria Mininni, Michele Bufalo · The Journal of Risk Finance · 2019 · 44 citations

Term Structure Model, Interest Rate Risk, Exchange Rate +18

A new approach to forecast market interest rates through the CIR model

Giuseppe Orlando, Rosa Maria Mininni, Michele Bufalo · Studies in Economics and Finance · 2019 · 30 citations

Term Structure Model, Engineering, Market Interest Rates +22

Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work

Giuseppe Orlando, Michele Bufalo · Journal of Forecasting · 2021 · 27 citations · Full text

Forecasting Methodology, Volatility Modeling, Term Structure Model +24

Improved tourism demand forecasting with CIR# model: a case study of disrupted data patterns in Italy

Michele Bufalo, Giuseppe Orlando · Tourism Review · 2023 · 23 citations · Full text

Forecasting Methodology, Engineering, International Tourism +20

Financial markets’ deterministic aspects modeled by a low-dimensional equation

Giuseppe Orlando, Michele Bufalo, Ruedi Stoop · Scientific Reports · 2022 · 21 citations · Full text

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