Concepedia

Matteo Sandri

MS

Statistics

Publications

2

Citations

32

H-Index

2

Active since

2016

Affiliations

Lancaster University(Current)

Matteo Sandri is an author at Lancaster University specializing in volatility modeling, option pricing, and asset pricing.

Top concepts

Publications per year

2016–2017

2

Publications

2

Asymmetric Effects of Volatility Risk on Stock Returns: Evidence from VIX and VIX Futures

Xi Fu, Matteo Sandri, Mark B. Shackleton · Journal of Futures Markets · 2016 · 22 citations

, , +13

Density forecast comparisons for stock prices, obtained from high‐frequency returns and daily option prices

Rui Fan, Stephen J. Taylor, Matteo Sandri · Journal of Futures Markets · 2017 · 10 citations

1–2 of 2