Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: JOURNAL OF ECONOMETRICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 105522- - issn: 0304-4076 - wos: WOS:001105963200001 (0) - scopus: 2-s2.0-85174029403 (0)
2108/358546 - 2023 -
Funding Liquidity and Stocks’ Market Liquidity: Structural Estimation From High-Frequency Data Pirino, Davide Erminio; Aielli, Gian Piero - 99 - Altro
2108/358544 - 2022 -
Testing for Endogeneity of Irregular Sampling Schemes Kolokolov, Aleksey; Pirino, Davide Erminio - 99 - Altro
2108/312762 - 2022 -
Testing liquidity: A statistical theory based on asset staleness Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: ECONOMETRICS AND STATISTICS (Publisher: Amsterdam: Elsevier B.V.) pp. - - issn: 2452-3062 - wos: (0) - scopus: 2-s2.0-85135406800 (0)
Kolokolov, Aleksey; Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: MANAGEMENT SCIENCE (INFORMS:901 Elkridge Landing Road, Suite 400:Linthicum, MD 21090:(800)446-3676, (410)850-0300, EMAIL: informs@informs.org, INTERNET: http://www.informs.org, http://pubsonline.informs.org, Fax: (410)684-2963) pp. - - issn: 0025-1909 - wos: WOS:000555782600011 (21) - scopus: 2-s2.0-85089023896 (23)
2108/236436 - 2020 -
A closed-form formula characterization of the Epps effect Buccheri, Giuseppe; Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: QUANTITATIVE FINANCE (Abingdon: Taylor & Francis
Bristol: Institute of Physics Publishing, 2001-) pp. 243-254 - issn: 1469-7688 - wos: WOS:000493619200001 (10) - scopus: 2-s2.0-85074769841 (10)
2108/253335 - 2020 -
Managing liquidity with portfolio staleness Buccheri, Giuseppe; Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: DECISIONS IN ECONOMICS AND FINANCE (Springer-Verlag Italia Srl:via Decembrio 28, 20137 Milan Italy:011 39 2 5425971, EMAIL: riccardi@springer.it, Fax: 011 39 2 55193360) pp. - - issn: 1593-8883 - wos: WOS:000556159500001 (4) - scopus: 2-s2.0-85089025765 (4)
2108/236438 - 2020 -
Statistical inferences for price staleness Kolokolov, Aleksey; Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: JOURNAL OF ECONOMETRICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 32-81 - issn: 0304-4076 - wos: WOS:000541723600002 (8) - scopus: 2-s2.0-85079064924 (10)
2108/240095 - 2019 -
A SHARP model of bid–ask spread forecasts Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: INTERNATIONAL JOURNAL OF FORECASTING (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 1211-1225 - issn: 0169-2070 - wos: WOS:000490649500002 (4) - scopus: 2-s2.0-85067918162 (3)
2108/214759 - 2018 -
Measuring the propagation of financial distress with Granger-causality tail risk networks Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: JOURNAL OF FINANCIAL STABILITY (St. Louis ; San Diego ; Oxford ; New York ; London ; Amsterdam ; Philadelphia ; Paris ; Boston ; Jena : Elsevier) pp. 18-36 - issn: 1572-3089 - wos: WOS:000447671800002 (55) - scopus: 2-s2.0-85050821483 (63)
2108/214761 - 2018 -
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: JOURNAL OF ECONOMIC DYNAMICS & CONTROL (primo editore:
North-Holland, Amsterdam
attuale:
Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 117-141 - issn: 0165-1889 - wos: WOS:000444927400007 (31) - scopus: 2-s2.0-85051775322 (30)
Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: ECONOMETRICA (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 1793-1846 - issn: 0012-9682 - wos: WOS:000417101400006 (25) - scopus: 2-s2.0-85037332761 (26)
2108/214755 - 2015 -
Zipf law and the firm size distribution: A critical discussion of popular estimators Bottazzi, Giovanni; Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: JOURNAL OF EVOLUTIONARY ECONOMICS (Springer Verlag Germany:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 3450, EMAIL: g.braun@springer.de, INTERNET: http://www.springer.de, Fax: 011 49 6221 345229) pp. 585-610 - issn: 0936-9937 - wos: WOS:000357465800004 (24) - scopus: 2-s2.0-84943199915 (24)
2108/214753 - 2015 -
The impact of systemic and illiquidity risk on financing with risky collateral Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: JOURNAL OF ECONOMIC DYNAMICS & CONTROL (primo editore:
North-Holland, Amsterdam
attuale:
Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 180-202 - issn: 0165-1889 - wos: WOS:000348958100010 (10) - scopus: 2-s2.0-84920675936 (10)
2108/214751 - 2012 -
Detecting correlations among functional-sequence motifs Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR AND SOFT MATTER PHYSICS (Melville, N.Y. : Published by the American Physical Society through the American Institute of Physics, 2001-) pp. 066124- - issn: 1550-2376 - wos: WOS:000305566400004 (0) - scopus: 2-s2.0-84862891540 (0)
2108/214749 - 2010 -
Threshold bipower variation and the impact of jumps on volatility forecasting Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: JOURNAL OF ECONOMETRICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 276-288 - issn: 0304-4076 - wos: WOS:000284442000003 (351) - scopus: 2-s2.0-77957985116 (379)
2108/214747 - 2010 -
Electricity prices: A nonparametric approach Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE (World Scientific Publishing Company:PO Box 128, Farrer Road, Singapore 912805 Singapore:011 65 6 4665775, EMAIL: journal@wspc.com.sg, INTERNET: http://www.wspc.com.sg, http://www.worldscinet.com, Fax: 011 65 6 4677667) pp. 285-299 - issn: 0219-0249 - wos: (0) - scopus: 2-s2.0-77952478097 (3)
2108/214745 - 2010 -
Threshold bipower variation and the impact of jumps on volatility forecasting Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: JOURNAL OF ECONOMETRICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 276-288 - issn: 0304-4076 - wos: WOS:000284442000003 (350) - scopus: 2-s2.0-77957985116 (378)
2108/214767 - 2009 -
Jump detection and long range dependence Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 1150-1156 - issn: 0378-4371 - wos: WOS:000264009700012 (9) - scopus: 2-s2.0-58549101699 (11)
2108/214765 - 2009 -
The extraction of natural resources: The role of thermodynamic efficiency Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: ECOLOGICAL ECONOMICS (Amsterdam; New York; Oxford; Tokyo: Elsevier) pp. 2594-2606 - issn: 0921-8009 - wos: WOS:000268382400013 (5) - scopus: 2-s2.0-67649112024 (6)
2108/214763 - 2009 -
The influence of the astrocyte field on neuronal dynamics and synchronization Pirino, Davide Erminio - 01 - Articolo su rivista
rivista: JOURNAL OF BIOLOGICAL PHYSICS (Kluwer Academic Publishers / Massachusetts:PO Box 358, Accord Station:Hingham, MA 02018:(617)871-6600) pp. 413-423 - issn: 0092-0606 - wos: WOS:000270175700007 (31) - scopus: 2-s2.0-70349466329 (32)