//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Caporin, Massimiliano"
~person:"Catania, Leopoldo"
~subject:"Statistical distribution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Santucci de Magistris, Paolo"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
Theorie
10
Theory
10
Volatility
7
Volatilität
7
Börsenkurs
5
Share price
5
Estimation
4
Schätzung
4
Cointegration
3
Financial analysis
3
Finanzanalyse
3
Forecasting model
3
Kointegration
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
CDS
2
Chart/technical analysis
2
Credit derivative
2
Exit/entry trading signals
2
Fractional cointegration
2
High and low prices
2
Kreditderivat
2
Range
2
Statistische Verteilung
2
USA
2
United States
2
chart/technical analysis
2
exit/entry trading signals
2
fractional cointegration
2
high and low prices
2
predictability of asset prices
2
range
2
2003-2009
1
2004-2010
1
Bailout
1
Bailout expectation
1
Bank risk
1
Bankrisiko
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Caporin, Massimiliano
Catania, Leopoldo
Santucci de Magistris, Paolo
5
Barletta, Andrea
3
Violante, Francesco
3
Di Mari, Roberto
1
Rossi, Eduardo
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic discrete mixtures for high-frequency prices
Catania, Leopoldo
;
Di Mari, Roberto
;
Santucci de …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 559-577
Persistent link: https://www.econbiz.de/10013533453
Saved in:
2
Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 122-145
Persistent link: https://www.econbiz.de/10011818372
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->