1

Jump detection and long range dependence

Davide Pirino
Journal:
Physica A: Statistical Mechanics and its Applications
Year:
2009
Language:
english
File:
PDF, 771 KB
english, 2009
4

EXcess Idle Time

Bandi, Federico M., Pirino, Davide, Renò, Roberto
Journal:
Econometrica
Year:
2017
Language:
english
File:
PDF, 1.50 MB
english, 2017
5

Zeros

Bandi, Federico M., Kolokolov, Aleksey, Pirino, Davide, Renò, Roberto
Journal:
Management Science
Year:
2020
File:
PDF, 2.83 MB
2020
6

ELECTRICITY PRICES: A NONPARAMETRIC APPROACH

PIRINO, DAVIDE, RENÒ, ROBERTO
Journal:
International Journal of Theoretical and Applied Finance
Year:
2010
Language:
english
File:
PDF, 427 KB
english, 2010
8

Measuring Flight-to-Quality with Granger-Causality Tail Risk Networks

Corsi, Fulvio, Lillo, Fabrizio, Pirino, Davide
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 758 KB
english, 2015
9

The extraction of natural resources: The role of thermodynamic efficiency

Antonio Roma, Davide Pirino
Journal:
Ecological Economics
Year:
2009
Language:
english
File:
PDF, 492 KB
english, 2009
12

Detecting correlations among functional-sequence motifs

Pirino, Davide, Rigosa, Jacopo, Ledda, Alice, Ferretti, Luca
Journal:
Physical Review E
Year:
2012
Language:
english
File:
PDF, 1.47 MB
english, 2012
17

Electricity Prices: A Nonparametric Approach

Pirino, Davide, Renò, Roberto
Journal:
SSRN Electronic Journal
Year:
2008
Language:
english
File:
PDF, 462 KB
english, 2008
20

A SHARP model of bid–ask spread forecasts

Cattivelli, Luca, Pirino, Davide
Journal:
International Journal of Forecasting
Year:
2019
Language:
english
File:
PDF, 751 KB
english, 2019
23

The Impact of Systemic and Illiquidity Risk on Financing with Risky Collateral.

Lillo, Fabrizio, Pirino, Davide
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 696 KB
english, 2014