Davide Pirino

MaRDI QIDQ737245zbMATH OpenORCIDWikidataFDO

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
Funding liquidity and stocks' market liquidity: structural estimation from high-frequency data Decisions in Economics and Finance	2026-01-16	Paper
Systematic staleness Journal of Econometrics	2024-02-13	Paper
Managing liquidity with portfolio staleness Decisions in Economics and Finance	2021-08-10	Paper
A closed-form formula characterization of the Epps effect Quantitative Finance	2020-09-14	Paper
Statistical inferences for price staleness Journal of Econometrics	2020-06-18	Paper
Excess idle time Econometrica	2019-02-01	Paper
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction Journal of Economic Dynamics and Control	2018-11-16	Paper
The impact of systemic and illiquidity risk on financing with risky collateral Journal of Economic Dynamics and Control	2018-11-15	Paper
Threshold bipower variation and the impact of jumps on volatility forecasting Journal of Econometrics	2016-08-10	Paper
ELECTRICITY PRICES: A NONPARAMETRIC APPROACH International Journal of Theoretical and Applied Finance	2010-05-27	Paper

Research outcomes over time

This page was built for person: Davide Pirino