Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; eMAF2020 Marco Corazza,Manfred Gilli,Marilena Sibillo Conference p

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978-3-030-78967-1The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl

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A Comparison Among Alternative Parameters Estimators in the Vasicek Process: A Small Sample AnalysiIn this paper we perform a Monte Carlo simulation study to compare the performance of several parameters estimators in the Vasicek process when small sample sizes are available. The aim is to give useful insights to establish which estimator is better when only short time series, with a length between 20 and 200, are observed.

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Stochastic Dominance in the Outer Distributions of the ,-Efficiency Domain,The departures from market efficiency are used to provide evidence of overreaction and underreaction in two main stock indexes. Specifically, using the notion of .-efficiency, we document the presence of stochastic dominance in the conditional distributions of mean log-price variations.

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Giuseppina Albano,Michele La Rocca,Cira Pernavolumes II/17e and II/17f which appeared at the end of 1987, are concerned with radicals centered on heteroatoms with Z>7 and selected anion radicals. Subvolumes II/17d1 (December 1988) and II/17d2 (presented herewith) treat nitroxide radicals.978-3-540-45979-8Series ISSN 1615-1844 Series E-ISSN 1616-9522

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Ilaria Lucrezia Amerise,Agostino Tarsitanovolumes II/17e and II/17f which appeared at the end of 1987, are concerned with radicals centered on heteroatoms with Z>7 and selected anion radicals. Subvolumes II/17d1 (December 1988) and II/17d2 (presented herewith) treat nitroxide radicals.978-3-540-45979-8Series ISSN 1615-1844 Series E-ISSN 1616-9522