//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~subject:"Theory"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Santucci de Magistris, Paolo"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Volatility
6
Volatilität
6
Theorie
4
Estimation
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
CDS
2
Cointegration
2
Credit derivative
2
Forecasting model
2
Fractional cointegration
2
Kointegration
2
Kreditderivat
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Prognoseverfahren
2
Risk-neutral moments
2
Share price
2
State space model
2
Time series analysis
2
VAR model
2
VAR-Modell
2
Volatility jumps
2
Zeitreihenanalyse
2
Zustandsraummodell
2
Air pollution
1
Bailout
1
Bailout expectation
1
Bank risk
1
Bankrisiko
1
Bayes-Statistik
1
Bayesian inference
1
Bipower variation
1
more ...
less ...
Online availability
All
Undetermined
Free
12
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
Aufsatz in Zeitschrift
Article in journal
4
Language
All
English
4
Author
All
Santucci de Magistris, Paolo
4
Caporin, Massimiliano
2
Rossi, Eduardo
2
Carlini, Federico
1
Catania, Leopoldo
1
Di Mari, Roberto
1
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic discrete mixtures for high-frequency prices
Catania, Leopoldo
;
Di Mari, Roberto
;
Santucci de …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 559-577
Persistent link: https://www.econbiz.de/10013533453
Saved in:
2
On the identification of fractionally cointegrated VAR models with the F(d) condition
Carlini, Federico
;
Santucci de Magistris, Paolo
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 134-146
Persistent link: https://www.econbiz.de/10012176555
Saved in:
3
Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 122-145
Persistent link: https://www.econbiz.de/10011818372
Saved in:
4
Volatility jumps and their economic determinants
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 29-80
Persistent link: https://www.econbiz.de/10011588534
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->