Davide Pirino
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Systematic staleness Journal of Econometrics | 2024-02-13 | Paper |
| Managing liquidity with portfolio staleness Decisions in Economics and Finance | 2021-08-10 | Paper |
| A closed-form formula characterization of the Epps effect Quantitative Finance | 2020-09-14 | Paper |
| Statistical inferences for price staleness Journal of Econometrics | 2020-06-18 | Paper |
| Excess idle time Econometrica | 2019-02-01 | Paper |
| Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction Journal of Economic Dynamics and Control | 2018-11-16 | Paper |
| The impact of systemic and illiquidity risk on financing with risky collateral Journal of Economic Dynamics and Control | 2018-11-15 | Paper |
| Threshold bipower variation and the impact of jumps on volatility forecasting Journal of Econometrics | 2016-08-10 | Paper |
| ELECTRICITY PRICES: A NONPARAMETRIC APPROACH International Journal of Theoretical and Applied Finance | 2010-05-27 | Paper |
Research outcomes over time
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