Author/Creator: Buccheri, Giuseppe - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Buccheri, Giuseppe

1. A closed-form formula characterization of the Epps effect. Issue 2 (1st February 2020)

Authors:: Buccheri, Giuseppe; Livieri, Giulia; Pirino, Davide; Pollastri, Alessandro
Journal:: Quantitative finance
Issue:: Volume 20:Issue 2(2020)
Page Start:: 243
Record Type:: Journal Article
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2. A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics. Issue 4 (2nd October 2021)

Authors:: Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
Journal:: Journal of business & economic statistics
Issue:: Volume 39:Issue 4(2021)
Page Start:: 920
Record Type:: Journal Article
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3. Comment on: Price Discovery in High Resolution. (15th March 2019)

Authors:: Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
Journal:: Journal of financial econometrics
Issue:: Volume 19:Number 3(2021)
Page Start:: 439
Record Type:: Journal Article
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4. HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies. (22nd August 2019)

Authors:: Buccheri, Giuseppe; Corsi, Fulvio
Journal:: Journal of financial econometrics
Issue:: Volume 19:Number 4(2021)
Page Start:: 614
Record Type:: Journal Article
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5. High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model. Issue 3 (3rd July 2021)

Authors:: Buccheri, Giuseppe; Corsi, Fulvio; Peluso, Stefano
Journal:: Journal of business & economic statistics
Issue:: Volume 39:Issue 3(2021)
Page Start:: 605
Record Type:: Journal Article
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