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~subject:"Bailout"
~subject:"Statistical distribution"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: "Santucci de Magistris, Paolo"
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Bailout
Statistical distribution
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Volatilität
8
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7
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5
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5
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5
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2004-2010
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Aufsatz in Zeitschrift
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Santucci de Magistris, Paolo
9
Rossi, Eduardo
4
Caporin, Massimiliano
3
Barletta, Andrea
1
Catania, Leopoldo
1
Di Mari, Roberto
1
Grassi, Stefano
1
Morelli, Giacomo
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Natvik, Gisle J.
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Ravazzolo, Francesco
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Journal of empirical finance
3
Journal of banking & finance
2
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
9
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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
A non-structural investigation of VIX risk neutral density
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
- In:
Journal of banking & finance
99
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012162287
Saved in:
3
Volatility tail risk under fractionality
Morelli, Giacomo
;
Santucci de Magistris, Paolo
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012224753
Saved in:
4
The bank-sovereign nexus : evidence from a non-bailout episode
Caporin, Massimiliano
;
Natvik, Gisle J.
;
Ravazzolo, …
- In:
Journal of empirical finance
53
(
2019
),
pp. 181-196
Persistent link: https://www.econbiz.de/10012171688
Saved in:
5
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:
6
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:
7
It's all about volatility of volatility : evidence from a two-factor stochastic volatility model
Grassi, Stefano
;
Santucci de Magistris, Paolo
- In:
Journal of empirical finance
30
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011489216
Saved in:
8
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
Econometric reviews
33
(
2014
)
7
,
pp. 785-814
Persistent link: https://www.econbiz.de/10010363876
Saved in:
9
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
Journal of empirical finance
22
(
2013
),
pp. 94-112
Persistent link: https://www.econbiz.de/10009768422
Saved in:
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