| Is VIX still the investor fear gauge? Evidence for the US and BRIC markets M Neffelli, M Resta arXiv preprint arXiv:1806.07556, 2018 | 20 | 2018 |
| Yield curve estimation under extreme conditions: do RBF networks perform better? A Cafferata, PG Giribone, M Neffelli, M Resta Neural Advances in Processing Nonlinear Dynamic Signals 27, 241-251, 2019 | 10 | 2019 |
| Ricostruzione di superfici di volatilità mediante l’utilizzo di reti neurali autoassociative: un caso studio basato sull’analisi non lineare delle component principali O Caligaris, PG Giribone, M Neffelli Risk Management Magazine 12 (3), 11-18, 2017 | 9 | 2017 |
| Target matrix estimators in risk-based portfolios M Neffelli Risks 6 (4), 125, 2018 | 6 | 2018 |
| Precision Matrix Estimation for the Global Minimum Variance Portfolio M Neffelli, ME De Giuli, M Resta Mathematical and Statistical Methods for Actuarial Sciences and Finance …, 2021 | | 2021 |
| A Comparison of Estimation Techniques for the Covariance Matrix in a Fixed-Income Framework M Neffelli, M Resta New Methods in Fixed Income Modeling: Fixed Income Modeling, 99-115, 2018 | | 2018 |
| An Integrated Approach to Explore the Complexity of Interest Rates Network Structure ME De Giuli, M Neffelli, M Resta Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2018 | | 2018 |
