BUCCHERI, Giuseppe

BUCCHERI, Giuseppe  

DIPARTIMENTO DI SCIENZE ECONOMICHE  

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Titolo Data di pubblicazione Autore(i) File
A closed-form formula characterization of the Epps effect 1-gen-2020 Buccheri, G.; Livieri, G.; Pirino, D.; Pollastri, A.
Comment on: Price Discovery in High Resolution 1-gen-2019 Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
The continuous-time limit of score-driven volatility models 1-gen-2021 Buccheri, Giuseppe; Corsi, Fulvio; Flandoli, Franco; Livieri, Giulia
A DCC-type approach for realized covariance modeling with score-driven dynamics 1-gen-2021 Vassallo, Danilo; Buccheri, Giuseppe; Corsi, Fulvio
Electroweak radiative corrections to Higgs production via vector boson fusion using soft-collinear effective theory: Numerical results 1-gen-2012 Siringo, Fabio; Buccheri, Giuseppe
Electroweak radiative corrections to Higgs production via vector boson fusion using soft-collinear effective theory: Numerical results 1-gen-2012 Buccheri, G; Siringo, F
Estimating Risk in Illiquid Markets: a Model of Market Friction With Stochastic Volatility 1-gen-2021 Buccheri, Giuseppe; Grassi, Stefano; Vocalelli, Giorgio
Evolution of correlation structure of industrial indices of U.S. equity markets 1-gen-2013 Buccheri, Giuseppe; Marmi, Stefano; Mantegna, Rosario N.
Filtering and Smoothing with Score-Driven Models 1-gen-2021 Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies 1-gen-2019 Buccheri, Giuseppe; Corsi, Fulvio
High-dimensional Realized Covariance Estimation: a Parametric Approach 1-gen-2022 Buccheri, Giuseppe; Mboussa Anga, Gael
High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model 1-gen-2021 Buccheri, Giuseppe; Corsi, Fulvio; Peluso, Stefano
Managing liquidity with portfolio staleness 1-gen-2021 Buccheri, Giuseppe; Pirino, Davide; Trapin, Luca
Realized Exponential Random Graphs, with an Application to the Interbank Network 1-gen-2021 Buccheri, Giuseppe; Mazzarisi, Piero
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics 1-gen-2021 Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio