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subject:"Volatility"
type_genre:"Article in journal"
~person:"Cipollini, Fabrizio"
~person:"Sancetta, Alessio"
~subject:"Bootstrap approach"
~subject:"functional data analysis"
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Volatility
Bootstrap approach
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Cipollini, Fabrizio
Sancetta, Alessio
Kumar, Dilip
16
Maheswaran, S.
15
Li, Jia
12
Todorov, Viktor
12
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10
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9
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Journal of financial econometrics
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International journal of forecasting
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ECONIS (ZBW)
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Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
3
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
4
Realized variance modeling : decoupling forecasting from estimation
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 532-555
Persistent link: https://www.econbiz.de/10012316698
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