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Michele Bufalo · Study

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Michele Bufalo

9 works· latest 2023· 1 institutionscluster: provisionalORCID 0000-0002-1161-8872

h-index9

i109

Citations262

Works here9

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Most cited in this library

Forecasting interest rates through Vasicek and CIR models: A partitioning approach2019 · 45 citations
Interest rates calibration with a CIR model2019 · 44 citations
A new approach to forecast market interest rates through the CIR model2019 · 30 citations
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work2021 · 30 citations
Improved tourism demand forecasting with CIR# model: a case study of disrupted data patterns in Italy2023 · 27 citations

Works

9 shown

Improved tourism demand forecasting with CIR# model: a case study of disrupted data patterns in Italy

Tourism Review·2023·2 authors·Open access

27citations

Flexibility to switch project size: A real option application for photovoltaic investment valuation

Communications in Nonlinear Science and Numerical Simulation·2022·4 authors

20citations

Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model

Finance research letters·2021·2 authors

22citations

Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions

Risks·2021·2 authors·Open access

23citations

Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work

Journal of Forecasting·2021·2 authors·Open access

30citations

Forecasting interest rates through Vasicek and CIR models: A partitioning approach

Journal of Forecasting·2019·3 authors·Open access

45citations

A new approach to forecast market interest rates through the CIR model

Studies in Economics and Finance·2019·3 authors

30citations

Interest rates calibration with a CIR model

The Journal of Risk Finance·2019·3 authors

44citations

A New Approach to CIR Short-Term Rates Modelling

Contributions to management science·2018·3 authors·chapter

21citations