Giuseppe Buccheri

From MaRDI portal
Person:2044820

Available identifiers

zbMath Open buccheri.giuseppeMaRDI QIDQ2044820

List of research outcomes





PublicationDate of PublicationType
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics2024-10-11Paper
High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model2024-10-11Paper
High-dimensional realized covariance estimation: a parametric approach2022-11-18Paper
Managing liquidity with portfolio staleness2021-08-10Paper
The continuous-time limit of score-driven volatility models2021-03-24Paper
A closed-form formula characterization of the Epps effect2020-09-14Paper

Research outcomes over time

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