Paolo Santucci de Magistris

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
Bayesian flexible local projections Studies in Nonlinear Dynamics & Econometrics	2024-11-28	Paper
On the Identification of Fractionally Cointegrated VAR Models With theF(d)Condition Journal of Business and Economic Statistics	2024-11-08	Paper
Dynamic Discrete Mixtures for High-Frequency Prices Journal of Business and Economic Statistics	2024-10-17	Paper
Estimation of long memory in integrated variance Econometric Reviews	2022-05-31	Paper
Chasing volatility. A persistent multiplicative error model with jumps Journal of Econometrics	2020-02-11	Paper
It only takes a few moments to hedge options Journal of Economic Dynamics and Control	2019-03-27	Paper
When long memory meets the Kalman filter: a comparative study Computational Statistics and Data Analysis	2018-11-23	Paper
Long memory in integrated and realized variance Advances in Theoretical and Applied Statistics	2014-11-19	Paper

Research outcomes over time

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