Concepedia

Claudio Tebaldi

CT

Statistics

Publications

30

Citations

1.5K

H-Index

18

Active since

1979

Affiliations

Bocconi University(Current)

University of Bologna

Institute for Economic Research

University of Modena and Reggio Emilia

University of Padua

Claudio Tebaldi is an author at Bocconi University specializing in financial economics, economics, and business.

Publications per year

1979–2023

30

Publications

30

A multifactor volatility Heston model

José Da Fonseca, Martino Grasselli, Claudio Tebaldi · Quantitative Finance · 2008 · 220 citations · Full text

Business, Economics, Finance +17

Option pricing when correlations are stochastic: an analytical framework

José Da Fonseca, Martino Grasselli, Claudio Tebaldi · Review of Derivatives Research · 2007 · 199 citations

Business, Economics, Finance +14

Multifractal Scaling in the Bak-Tang-Wiesenfeld Sandpile and Edge Events

Claudio Tebaldi, Mario De Menech, Attilio L. Stella · Physical Review Letters · 1999 · 164 citations · Full text

Natural Sciences, Earth Sciences, Cloud Physics +13

Sequences of infinite bifurcations and turbulence in a five-mode truncation of the Navier-Stokes equations

Valter Franceschini, Claudio Tebaldi · Journal of Statistical Physics · 1979 · 119 citations

Natural Sciences, Mathematics, Physics +16

Long-Run Risk and the Persistence of Consumption Shocks

Fulvio Ortu, Andrea Tamoni, Claudio Tebaldi · Review of Financial Studies · 2013 · 115 citations

Business, Business Economics, Economics +17

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