Concepedia
Statistics
Publications
14
Citations
355
H-Index
11
Active since
2012
Affiliations
University of Calabria(Current)
University of Bonn
University of Kent
City, University of London
University of Bergamo
Arturo Leccadito is an author at University of Calabria specializing in business, finance, and asset pricing.
Top concepts
FinanceBusinessEconomicsAsset PricingStatisticsEngineeringOption PricingForecastingRisk ManagementEconomic Analysis
Publications per year
2012–2021
Assessing contagion risk from energy and non-energy commodity markets
Bernardina Algieri, Arturo Leccadito · Energy Economics · 2017 · 116 citations
Economics, Engineering, Finance +10
Option pricing under regime-switching jump–diffusion models
Massimo Costabile, Arturo Leccadito, Ivar Massabó et al. · Journal of Computational and Applied Mathematics · 2013 · 51 citations
Option Pricing, Engineering, Asset Pricing +7
Evaluating the accuracy of value-at-risk forecasts: New multilevel tests
Arturo Leccadito, Simona Boffelli, Giovanni Urga · International Journal of Forecasting · 2013 · 34 citations
Engineering, Risk Model Validation, Predictive Analytics +7
Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test
Bernardina Algieri, Arturo Leccadito · Journal of commodity markets · 2018 · 30 citations
Economics, Volatility Modeling, Financial Economics +9
A reduced lattice model for option pricing under regime-switching
Massimo Costabile, Arturo Leccadito, Ivar Massabó et al. · Review of Quantitative Finance and Accounting · 2013 · 18 citations
Option Pricing, Asset Pricing, Derivative Pricing +3
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