Paolo Santucci de Magistris

From MaRDI portal
Person:1623532

Available identifiers

zbMath Open de-magistris.paolo-santucciMaRDI QIDQ1623532

List of research outcomes





PublicationDate of PublicationType
Bayesian flexible local projections2024-11-28Paper
On the Identification of Fractionally Cointegrated VAR Models With theF(d)Condition2024-11-08Paper
Dynamic Discrete Mixtures for High-Frequency Prices2024-10-17Paper
Estimation of Long Memory in Integrated Variance2022-05-31Paper
Chasing volatility. A persistent multiplicative error model with jumps2020-02-11Paper
It only takes a few moments to hedge options2019-03-27Paper
When long memory meets the Kalman filter: a comparative study2018-11-23Paper
Long memory in integrated and realized variance2014-11-19Paper

Research outcomes over time

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