Federico M. Bandi

Available identifiers

Publication	Date of Publication	Type
Realized Volatility Forecasting in the Presence of Time-Varying Noise	2025-01-20	Paper
Systematic staleness	2024-02-13	Paper
Business-cycle consumption risk and asset prices	2023-11-17	Paper
SPECTRAL FINANCIAL ECONOMETRICS	2022-12-23	Paper
\(\beta\) in the tails	2022-03-16	Paper
The scale of predictability	2019-04-26	Paper
Excess idle time	2019-02-01	Paper
NONPARAMETRIC STOCHASTIC VOLATILITY	2018-11-09	Paper
On the functional estimation of multivariate diffusion processes	2018-06-26	Paper
Time-varying leverage effects	2017-05-12	Paper
Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations	2016-08-10	Paper
Realized volatility forecasting and option pricing	2016-06-22	Paper
Long-run risk-return trade-offs	2016-06-06	Paper
A simple approach to the parametric estimation of potentially nonstationary diffusions	2016-05-04	Paper
Nonparametric nonstationarity tests	2014-06-20	Paper
Using High-Frequency Data in Dynamic Portfolio Choice	2008-11-19	Paper
Microstructure Noise, Realized Variance, and Optimal Sampling	2008-05-22	Paper
Fully Nonparametric Estimation of Scalar Diffusion Models	2006-06-19	Paper
On the functional estimation of jump-diffusion models.	2003-08-07	Paper

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