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Journal of econometrics
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Systematic staleness
Bandi, Federico M.
;
Pirino, Davide
;
Renò, Roberto
- In:
Journal of econometrics
238
(
2024
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10015073777
Saved in:
2
Threshold bipower variation and the impact of jumps on volatility forecasting
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
- In:
Journal of econometrics
159
(
2010
)
2
,
pp. 276-288
Persistent link: https://www.econbiz.de/10008840480
Saved in:
3
Time-varying leverage effects
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 94-113
Persistent link: https://www.econbiz.de/10009666736
Saved in:
4
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
5
Threshold estimation of Markov models with jumps and interest rate modeling
Mancini, Cecilia
;
Renò, Roberto
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10009242541
Saved in:
6
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
7
Time-varying leverage effects
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 94-114
Persistent link: https://www.econbiz.de/10009979015
Saved in:
8
Statistical inferences for price staleness
Kolokolov, Aleksey
;
Livieri, Giulia
;
Pirino, Davide
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 32-81
Persistent link: https://www.econbiz.de/10012482896
Saved in:
9
On the functional estimation of jump-diffusion models
Bandi, Federico M.
;
Nguyen, Thong H.
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 293-328
Persistent link: https://www.econbiz.de/10001772153
Saved in:
10
A simple approach to the parametric estimation of potentially nonstationary diffusions
Bandi, Federico M.
;
Phillips, Peter C.B.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 354-395
Persistent link: https://www.econbiz.de/10007604727
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