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Bandi, Federico M.
12
Renò, Roberto
11
Russell, Jeffrey R.
6
Mari, Carlo
3
Yang, Chen
3
Mancini, Cecilia
2
Phillips, Peter C.B.
2
Roma, Antonio
2
Barucci, Emilio
1
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Mannolini, Antonio
1
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Nguyen, Thong H.
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Journal of econometrics
8
Economic notes : economic review of Banca Monte dei Paschi di Siena
3
Applied mathematical finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial economics
2
Computational economics
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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OLC EcoSci
ECONIS (ZBW)
156
RePEc
57
EconStor
11
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1
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:
2
The extraction of natural resources: The role of thermodynamic efficiency
Roma, Antonio
;
Pirino, Davide
- In:
Ecological economics : the transdisciplinary journal of …
68
(
2009
)
10
,
pp. 2594-2606
Persistent link: https://www.econbiz.de/10008270199
Saved in:
3
Separating microstructure noise from volatility
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of financial economics
79
(
2006
)
3
,
pp. 655-692
Persistent link: https://www.econbiz.de/10006498931
Saved in:
4
Short-term interest rate dynamics: a spatial approach
Bandi, Federico M.
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 73-110
Persistent link: https://www.econbiz.de/10006508988
Saved in:
5
The 2005 Invited Address - Comment - Realized Variance and Market Microstructure Noise
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 167-172
Persistent link: https://www.econbiz.de/10008222691
Saved in:
6
Realized Volatility Forecasting in the Presence of Time-Varying Noise
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10010154955
Saved in:
7
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
Saved in:
8
Long-run risk-return trade-offs
Bandi, Federico M.
;
Perron, Benoıˆt
- In:
Journal of econometrics
143
(
2008
)
2
,
pp. 349-374
Persistent link: https://www.econbiz.de/10007910767
Saved in:
9
Realized volatility forecasting and option pricing
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10008143206
Saved in:
10
Realized volatility forecasting and option pricing
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 34-47
Persistent link: https://www.econbiz.de/10008898207
Saved in:
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