The following pages link to Paolo Santucci de Magistris (Q1623532):
Displaying 5 items.
- When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
- It only takes a few moments to hedge options (Q1734554) (← links)
- Chasing volatility. A persistent multiplicative error model with jumps (Q2294516) (← links)
- Long Memory in Integrated and Realized Variance (Q2930712) (← links)
- Estimation of Long Memory in Integrated Variance (Q5080471) (← links)
