Elisa Nicolato

10 papers and 285 indexed citations i.

Elisa Nicolato has authored 10 papers that have received a total of 285 indexed citations. This includes 10 papers in Finance, 5 papers in Economics and Econometrics and 1 paper in General Economics, Econometrics and Finance. The topics of these papers are Stochastic processes and financial applications (10 papers), Financial Risk and Volatility Modeling (9 papers) and Complex Systems and Time Series Analysis (5 papers). Elisa Nicolato is often cited by papers focused on Stochastic processes and financial applications (10 papers), Financial Risk and Volatility Modeling (9 papers) and Complex Systems and Time Series Analysis (5 papers) and collaborates with scholars based in Denmark, United Kingdom and Italy. Elisa Nicolato's co-authors include Ole E. Barndorff‐Nielsen, Thomas Kokholm, Neil Shephard, Stefano Pagliarani and Cosimo Pisani and has published in prestigious journals such as Mathematical Finance, Quantitative Finance and Applied Mathematical Finance