BUCCHERI, Giuseppe
BUCCHERI, Giuseppe
DIPARTIMENTO DI SCIENZE ECONOMICHE
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
2021-01-01 Vassallo, Danilo; Buccheri, Giuseppe; Corsi, Fulvio
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics
2021-01-01 Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
Comment on: Price Discovery in High Resolution
2019-01-01 Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
Electroweak radiative corrections to Higgs production via vector boson fusion using soft-collinear effective theory: Numerical results
2012-01-01 Buccheri, G; Siringo, F
Electroweak radiative corrections to Higgs production via vector boson fusion using soft-collinear effective theory: Numerical results
2012-01-01 Siringo, Fabio; Buccheri, Giuseppe
Estimating Risk in Illiquid Markets: a Model of Market Friction With Stochastic Volatility
2024-01-01 Buccheri, Giuseppe; Grassi, Stefano; Vocalelli, Giorgio
Evolution of correlation structure of industrial indices of U.S. equity markets
2013-01-01 Buccheri, Giuseppe; Marmi, Stefano; Mantegna, Rosario N.
HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies
2019-01-01 Buccheri, Giuseppe; Corsi, Fulvio
High-dimensional Realized Covariance Estimation: a Parametric Approach
2022-01-01 Buccheri, Giuseppe; Mboussa Anga, Gael
High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model
2021-01-01 Buccheri, Giuseppe; Corsi, Fulvio; Peluso, Stefano
Managing liquidity with portfolio staleness
2021-01-01 Buccheri, Giuseppe; Pirino, Davide; Trapin, Luca
Realized Random Graphs, with an Application to the Interbank Network
2024-01-01 Buccheri, Giuseppe; Mazzarisi, Piero
The continuous-time limit of score-driven volatility models
2021-01-01 Buccheri, Giuseppe; Corsi, Fulvio; Flandoli, Franco; Livieri, Giulia