BUCCHERI, GIUSEPPE
BUCCHERI, GIUSEPPE
Dipartimento di Economia e Finanza
Mostra
records
Risultati 1 - 10 di 10 (tempo di esecuzione: 0.017 secondi).
A closed-form formula characterization of the Epps effect
2020-01-01 Buccheri, G; Livieri, G; Pirino, D; Pollastri, A
A DCC-type approach for realized covariance modeling with score-driven dynamics
2020-01-01 Vassallo, D; Buccheri, G; Corsi, F
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics
2020-01-01 Buccheri, G; Bormetti, G; Corsi, F; Lillo, F
Comment on: Price Discovery in High Resolution
2019-01-01 Buccheri, G; Bormetti, G; Corsi, F; Lillo, F
Electroweak radiative corrections to Higgs production via vector boson fusion using soft-collinear effective theory: Numerical results
2012-01-01 Siringo, F; Buccheri, G
Evolution of correlation structure of industrial indices of U.S. equity markets
2013-01-01 Buccheri, G; Marmi, S; Mantegna, Rn
HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies*
2019-01-01 Buccheri, G; Corsi, F
High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model
2020-01-01 Buccheri, G; Corsi, F; Peluso, S
Managing liquidity with portfolio staleness
2020-01-01 Buccheri, G; Pirino, D; Trapin, L
The continuous-time limit of score-driven volatility models
2020-01-01 Buccheri, G; Corsi, F; Flandoli, F; Livieri, G