Concepedia

Emilio Barucci

EB

31

Publications

944

Citations

19

H-Index

1996

Active since

Affiliations

Politecnico di Milano(Current)

University of Pisa

University of Florence

Universitat Ramon Llull

Scuola Normale Superiore

Emilio Barucci is an author at Politecnico di Milano specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsEngineeringAsset PricingStatisticsCapital StructureEconomic AnalysisVolatility ModelingManagement

Publications per year

1996–2023

31

Publications

31

SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS

Emilio Barucci, Sergio Polidoro · Mathematical Models and Methods in Applied Sciences · 2001 · 138 citations · Full text

Numerical Analysis, Asian Options, Option Pricing +8

On measuring volatility and the GARCH forecasting performance

Emilio Barucci, Roberto Renò · Journal of International Financial Markets Institutions and Money · 2002 · 92 citations

Volatility Modeling, Engineering, Asset Pricing +5

On measuring volatility of diffusion processes with high frequency data

Emilio Barucci, Roberto Renò · Economics Letters · 2002 · 69 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +8

Technology adoption and accumulation in a vintage-capital model

Emilio Barucci, Fausto Gozzi · Journal of Economics · 2001 · 56 citations

Economics, Technical Change, Business +4

Investment in a vintage capital model

Emilio Barucci, Fausto Gozzi · Research in Economics · 1998 · 42 citations

Economics, Vintage Capital Model, Real Investment +5

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