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 |
|---|---|---|
| Identification of continuous-time linear filters when only discrete-time data is available Econometric Reviews | 2026-01-21 | Paper |
| Taking advantage of biased proxies for forecast evaluation Journal of Econometrics | 2025-09-12 | Paper |
| High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model Journal of Business and Economic Statistics | 2024-10-11 | Paper |
| A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics Journal of Business and Economic Statistics | 2024-10-11 | Paper |
| High-dimensional realized covariance estimation: a parametric approach Quantitative Finance | 2022-11-18 | Paper |
| Managing liquidity with portfolio staleness Decisions in Economics and Finance | 2021-08-10 | Paper |
| The continuous-time limit of score-driven volatility models Journal of Econometrics | 2021-03-24 | Paper |
| A closed-form formula characterization of the Epps effect Quantitative Finance | 2020-09-14 | Paper |
Research outcomes over time
This page was built for person: Giuseppe Buccheri
