Davide Pirino

Available identifiers

Publication	Date of Publication	Type
Systematic staleness	2024-02-13	Paper
Managing liquidity with portfolio staleness	2021-08-10	Paper
A closed-form formula characterization of the Epps effect	2020-09-14	Paper
Statistical inferences for price staleness	2020-06-18	Paper
EXcess Idle Time	2019-02-01	Paper
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction	2018-11-16	Paper
The impact of systemic and illiquidity risk on financing with risky collateral	2018-11-15	Paper
Threshold bipower variation and the impact of jumps on volatility forecasting	2016-08-10	Paper
ELECTRICITY PRICES: A NONPARAMETRIC APPROACH	2010-05-27	Paper

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