Paolo Santucci de Magistris
From MaRDI portal
Person:1623532
Available identifiers
zbMath Open de-magistris.paolo-santucciMaRDI QIDQ1623532
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| Estimation of Long Memory in Integrated Variance | 2022-05-31 | Paper |
| Chasing volatility. A persistent multiplicative error model with jumps | 2020-02-11 | Paper |
| It only takes a few moments to hedge options | 2019-03-27 | Paper |
| When long memory meets the Kalman filter: a comparative study | 2018-11-23 | Paper |
| Long Memory in Integrated and Realized Variance | 2014-11-19 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Paolo Santucci de Magistris
