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~person:"Livieri, Giulia"
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Search: subject_exact:"Fourier analysis"
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Estimation theory
2
Fourier analysis
2
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Livieri, Giulia
Crowley, Patrick M.
14
Verona, Fabio
13
Fiorentini, Gabriele
10
Galesi, Alessandro
10
Hudgins, David
10
Sentana, Enrique
10
Faria, Gonçalo
7
Mancino, Maria Elvira
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Li, Yushu
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Beaudry, Paul
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Galizia, Dana
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Portier, Franck
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Sanfelici, Simona
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Gallegati, Marco
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Pollock, Stephen
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Van Vuuren, Gary
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Kilponen, Juha
3
Pollock, David Stephen G.
3
Schennach, Susanne M.
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Zhu, Jianwei
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Bezuidenhout, John-Morgan
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Boyko, Anton
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Bozhenko, Victoria
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Campuzano, Carlos
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Dumlao, Samuel Matthew G.
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Enders, Walter
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Franco, Giovanni
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Garcia, Enrique
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Giri, Federico
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Gutiérrez, Martha
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Hassani, Hossein
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Hurn, Stan
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Ishihara, Keiichi N.
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Jansen van Rensburg, Johnny
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Levchenko, Valentyna
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Mahmoudvand, Rahim
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Mariolis, Theodore
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Marmi, Stefano
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Journal of financial econometrics
1
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ECONIS (ZBW)
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Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
2
Asymptotic results for the Fourier estimator of the integrated quarticity
Livieri, Giulia
;
Mancino, Maria Elvira
;
Marmi, Stefano
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 471-502
Persistent link: https://www.econbiz.de/10012127239
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