Browsing All of EconStor by Author Santucci de Magistris, Paolo
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2008 | Long memory and tail dependence in trading volume and volatility | Rossi, Eduardo; Santucci de Magistris, Paolo; Fantazzini, Dean |
2013 | It's all about volatility of volatility: evidence from a two-factor stochastic volatility model | Grassi, Stefano; Santucci de Magistris, Paolo |
2014 | Forecasting with the Standardized Self-Perturbed Kalman Filter | Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo |
2015 | Level shifts and long memory: A state space approach | Delle Monache, Davide; Grassi, Stefano; Santucci de Magistris, Paolo |
2018 | Analyzing the risks embedded in option prices with rndfittool | Barletta, Andre; Santucci de Magistris, Paolo |