Sfoglia per Autore
The influence of the astrocyte field on neuronal dynamics and synchronization
2009-01-01 Allegrini, P; Fronzoni, L; Pirino, D
The extraction of natural resources: The role of thermodynamic efficiency
2009-01-01 Roma, A; Pirino, D
Jump detection and long range dependence
2009-01-01 Pirino, D
Electricity prices: A nonparametric approach
2010-01-01 Pirino, D; Reno, R
Threshold bipower variation and the impact of jumps on volatility forecasting
2010-01-01 Corsi, F; Pirino, D; Reno, R
Threshold bipower variation and the impact of jumps on volatility forecasting
2010-01-01 Corsi, F; Pirino, D; Reno, R
Detecting correlations among functional-sequence motifs
2012-01-01 Pirino, D; Rigosa, J; Ledda, A; Ferretti, L
Zipf law and the firm size distribution: A critical discussion of popular estimators
2015-01-01 Bottazzi, G; Pirino, D; Tamagni, F
The impact of systemic and illiquidity risk on financing with risky collateral
2015-01-01 Lillo, F; Pirino, D
Excess idle time
2017-01-01 Bandi, Fm; Pirino, D; Reno, R
Measuring the propagation of financial distress with Granger-causality tail risk networks
2018-01-01 Corsi, F; Lillo, F; Pirino, De; Trapin, L
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
2018-01-01 Di Gangi, D; Lillo, F; Pirino, D
A SHARP model of bid–ask spread forecasts
2019-01-01 Cattivelli, L; Pirino, D
Statistical inferences for price staleness
2020-01-01 Kolokolov, A; Livieri, G; Pirino, D
Zeros
2020-01-01 Bandi, F; Kolokolov, A; Pirino, D; Renò, R
Managing liquidity with portfolio staleness
2020-01-01 Buccheri, G; Pirino, D; Trapin, L
A closed-form formula characterization of the Epps effect
2020-01-01 Buccheri, G; Livieri, G; Pirino, D; Pollastri, A
Testing for Endogeneity of Irregular Sampling Schemes
2022-01-01 Kolokolov, A; Livieri, G; Pirino, D
Testing liquidity: A statistical theory based on asset staleness
2022-01-01 Pirino, D; Pollastri, A; Trapin, L
Funding Liquidity and Stocks’ Market Liquidity: Structural Estimation From High-Frequency Data
2023-01-01 Pirino, D; Aielli, Gp
| Data di pubblicazione | Titolo | Autore(i) | Tipo | File |
|---|---|---|---|---|
| 1-gen-2009 | The influence of the astrocyte field on neuronal dynamics and synchronization | Allegrini, P; Fronzoni, L; Pirino, D | Articolo su rivista | |
| 1-gen-2009 | The extraction of natural resources: The role of thermodynamic efficiency | Roma, A; Pirino, D | Articolo su rivista | |
| 1-gen-2009 | Jump detection and long range dependence | Pirino, D | Articolo su rivista | |
| 1-gen-2010 | Electricity prices: A nonparametric approach | Pirino, D; Reno, R | Articolo su rivista | |
| 1-gen-2010 | Threshold bipower variation and the impact of jumps on volatility forecasting | Corsi, F; Pirino, D; Reno, R | Articolo su rivista | |
| 1-gen-2010 | Threshold bipower variation and the impact of jumps on volatility forecasting | Corsi, F; Pirino, D; Reno, R | Articolo su rivista | |
| 1-gen-2012 | Detecting correlations among functional-sequence motifs | Pirino, D; Rigosa, J; Ledda, A; Ferretti, L | Articolo su rivista | |
| 1-gen-2015 | Zipf law and the firm size distribution: A critical discussion of popular estimators | Bottazzi, G; Pirino, D; Tamagni, F | Articolo su rivista | |
| 1-gen-2015 | The impact of systemic and illiquidity risk on financing with risky collateral | Lillo, F; Pirino, D | Articolo su rivista | |
| 1-gen-2017 | Excess idle time | Bandi, Fm; Pirino, D; Reno, R | Articolo su rivista | |
| 1-gen-2018 | Measuring the propagation of financial distress with Granger-causality tail risk networks | Corsi, F; Lillo, F; Pirino, De; Trapin, L | Articolo su rivista | |
| 1-gen-2018 | Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction | Di Gangi, D; Lillo, F; Pirino, D | Articolo su rivista | |
| 1-gen-2019 | A SHARP model of bid–ask spread forecasts | Cattivelli, L; Pirino, D | Articolo su rivista | |
| 1-gen-2020 | Statistical inferences for price staleness | Kolokolov, A; Livieri, G; Pirino, D | Articolo su rivista | |
| 1-gen-2020 | Zeros | Bandi, F; Kolokolov, A; Pirino, D; Renò, R | Articolo su rivista | |
| 1-gen-2020 | Managing liquidity with portfolio staleness | Buccheri, G; Pirino, D; Trapin, L | Articolo su rivista | |
| 1-gen-2020 | A closed-form formula characterization of the Epps effect | Buccheri, G; Livieri, G; Pirino, D; Pollastri, A | Articolo su rivista | |
| 1-gen-2022 | Testing for Endogeneity of Irregular Sampling Schemes | Kolokolov, A; Livieri, G; Pirino, D | Altro | |
| 1-gen-2022 | Testing liquidity: A statistical theory based on asset staleness | Pirino, D; Pollastri, A; Trapin, L | Articolo su rivista | |
| 1-gen-2023 | Funding Liquidity and Stocks’ Market Liquidity: Structural Estimation From High-Frequency Data | Pirino, D; Aielli, Gp | Altro |
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile