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1

On the predictability of stock prices: A case for high and low prices

Caporin, Massimiliano, Ranaldo, Angelo, Santucci de Magistris, Paolo

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 672 KB

english, 2013

2

A non-structural investigation of VIX risk neutral density

Barletta, Andrea, Santucci de Magistris, Paolo, Violante, Francesco

Journal:

Journal of Banking & Finance

Year:

2019

Language:

english

File:

PDF, 2.22 MB

english, 2019

3

Volatility tail risk under fractionality

Morelli, Giacomo, Santucci de Magistris, Paolo

Journal:

Journal of Banking & Finance

Year:

2019

Language:

english

File:

PDF, 1.53 MB

english, 2019

4

A no-arbitrage fractional cointegration model for futures and spot daily ranges

Eduardo Rossi, Paolo Santucci de Magistris

Journal:

Journal of Futures Markets

Year:

2012

Language:

english

File:

PDF, 325 KB

english, 2012

5

Derive empirical fragility functions for Nepali residential buildings

Gautam, Dipendra, Fabbrocino, Giovanni, Santucci de Magistris, Filippo

Journal:

Engineering Structures

Year:

2018

Language:

english

File:

PDF, 2.25 MB

english, 2018

6

One-Dimensional Ground Response as a Preliminary Tool For Dynamic Analyses in Geotechnical Earthquake Engineering

Visone, Ciro, Bilotta, Emilio, Santucci de Magistris, Filippo

Journal:

Journal of Earthquake Engineering

Year:

2009

Language:

english

File:

PDF, 1.41 MB

english, 2009

7

Lessons learned from two case histories of seismic microzonation in Italy

Santucci de Magistris, Filippo, d’Onofrio, Anna, Penna, Augusto, Puglia, Rodolfo, Silvestri, Francesco

Journal:

Natural Hazards

Year:

2014

Language:

english

File:

PDF, 7.91 MB

english, 2014

8

Seismic damage to pipelines in the framework of Na-Tech risk assessment

Lanzano, Giovanni, Santucci de Magistris, Filippo, Fabbrocino, Giovanni, Salzano, Ernesto

Journal:

Journal of Loss Prevention in the Process Industries

Year:

2015

Language:

english

File:

PDF, 648 KB

english, 2015

9

Engineering geology model for seismic vulnerability assessment of critical infrastructures

Fabbrocino, S., Paduano, P., Lanzano, G., Forte, G., Santucci de Magistris, F., Fabbrocino, G.

Journal:

Geological Society London Engineering Geology Special Publications

Year:

2016

Language:

english

File:

PDF, 3.32 MB

english, 2016

10

On the Identification of Fractionally Cointegrated VAR Models with the F(d) Condition

Carlini, Federico, Santucci de Magistris, Paolo

Journal:

Journal of Business and Economic Statistics

Year:

2017

Language:

english

File:

PDF, 755 KB

english, 2017

11

Self-assembled monolayers of silver nanoparticles firmly grafted on glass surfaces: Low Ag+ release for an efficient antibacterial activity

Piersandro Pallavicini, Angelo Taglietti, Giacomo Dacarro, Yuri Antonio Diaz-Fernandez, Matteo Galli, Pietro Grisoli, Maddalena Patrini, Giorgio Santucci De Magistris, Robertino Zanoni

Journal:

Journal of Colloid and Interface Science

Year:

2010

Language:

english

File:

PDF, 553 KB

english, 2010

12

Seismic vulnerability of gas and liquid buried pipelines

Lanzano, G., Salzano, E., Santucci de Magistris, F., Fabbrocino, G.

Journal:

Journal of Loss Prevention in the Process Industries

Year:

2014

Language:

english

File:

PDF, 529 KB

english, 2014

13

Evaluating the structural priorities for the seismic vulnerability of civilian and industrial wastewater treatment plants

Panico, A., Basco, A., Lanzano, G., Pirozzi, F., Santucci de Magistris, F., Fabbrocino, G., Salzano, E.

Journal:

Year:

2016

Language:

english

File:

PDF, 825 KB

english, 2016

14

Experimental Assessment of the Stress–Strain Behaviour of Leighton Buzzard Sand for the Calibration of a Constitutive Model

Lanzano, Giovanni, Visone, Ciro, Bilotta, Emilio, Santucci de Magistris, Filippo

Journal:

Geotechnical and Geological Engineering

Year:

2016

Language:

english

File:

PDF, 3.82 MB

english, 2016

15

Interpretation of the experimentally measured dynamic response of an embedded retaining wall by finite element models

Rainieri, Carlo, Dey, Arindam, Fabbrocino, Giovanni, Magistris, Filippo Santucci de

Journal:

Year:

2016

Language:

english

File:

PDF, 1.77 MB

english, 2016

16

A geolithological approach to seismic site classification: an application to the Molise Region (Italy)

Forte, Giovanni, Fabbrocino, Silvia, Fabbrocino, Giovanni, Lanzano, Giovanni, Santucci de Magistris, Filippo, Silvestri, Francesco

Journal:

Bulletin of Earthquake Engineering

Year:

2017

Language:

english

File:

PDF, 3.57 MB

english, 2017

17

Analysis of the liquefaction phenomena in the village of Vittorito (L’Aquila)

Paola Monaco, Filippo Santucci de Magistris, Salvatore Grasso, Silvano Marchetti, Michele Maugeri, Gianfranco Totani

Journal:

Bulletin of Earthquake Engineering

Year:

2011

Language:

english

File:

PDF, 3.28 MB

english, 2011

18

Estimated dietary intakes of flavonols, flavanones and flavones in the European Prospective Investigation into Cancer and Nutrition (EPIC) 24 hour dietary recall cohort

Zamora-Ros, Raul, Knaze, Viktoria, Luján-Barroso, Leila, Slimani, Nadia, Romieu, Isabelle, Fedirko, Veronika, Santucci de Magistris, Maria, Ericson, Ulrica, Amiano, Pilar, Trichopoulou, Antonia

Journal:

British Journal Of Nutrition

Year:

2011

Language:

english

File:

PDF, 564 KB

english, 2011

19

W01.22 Insulin levels and HS-CRP in a group of mediterranean women: Findings from progetto atena

Gentile, M., Rubba, F., Mattiello, A., Celentano, E., Galasso, R., Ciardullo, A., de Magistris, M.Santucci, Del Pel Pezzo, M., Rubba, P., Panico, S.

Journal:

Atherosclerosis Supplements

Year:

2004

Language:

english

File:

PDF, 305 KB

english, 2004

20

W08-P-007 Central adiposity and HS-CRP in acohort of mediterranean women: Findings from progetto atena

Gentile, M., Rubba, F., Mattiello, A., Jossa, F., Marotta, G., Santucci de Magistris, M., Del Pezzo, M., Celentano, E., Galasso, R., Rubba, P., Panico, S.

Journal:

Atherosclerosis Supplements

Year:

2005

Language:

english

File:

PDF, 137 KB

english, 2005

21

Mo-P1:46 Body mass index and HS-CRP in a cohort of mediterranean women: Findings from progetto atena

Gentile, M., Rubba, F., Mattiello, A., Celentano, E., Galasso, R., Santucci De Magistris, M., Del Pezzo, M., Rubba, P., Panico, S.

Journal:

Atherosclerosis Supplements

Year:

2006

Language:

english

File:

PDF, 142 KB

english, 2006

22

EFFECTS OF WEIGHT MODIFICATION ON HS-CRP IN A COHORT OF MEDITERRANEAN WOMEN: FINDINGS FROM PROGETTO ATENA

Gentile, M., Mattiello, A., Pauciullo, P., Jossa, F., Marotta, G., Santucci de Magistris, M., Del Pezzo, M., Iannuzzo, G., Rubba, F., Rubba, P., Panico, S.

Journal:

Atherosclerosis Supplements

Year:

2008

Language:

english

File:

PDF, 71 KB

english, 2008

23

Seismic vulnerability of natural gas pipelines

Lanzano, Giovanni, Salzano, Ernesto, de Magistris, Filippo Santucci, Fabbrocino, Giovanni

Journal:

Reliability Engineering & System Safety

Year:

2013

Language:

english

File:

PDF, 659 KB

english, 2013

24

When long memory meets the Kalman filter: A comparative study

Grassi, Stefano, Santucci de Magistris, Paolo

Journal:

Computational Statistics & Data Analysis

Year:

2014

Language:

english

File:

PDF, 642 KB

english, 2014

25

A database for PGA threshold in liquefaction occurrence

Santucci de Magistris, Filippo, Lanzano, Giovanni, Forte, Giovanni, Fabbrocino, Giovanni

Journal:

Soil Dynamics and Earthquake Engineering

Year:

2013

Language:

english

File:

PDF, 300 KB

english, 2013

26

Estimation of Long Memory in Integrated Variance

Rossi, Eduardo, Santucci de Magistris, Paolo

Journal:

Econometric Reviews

Year:

2014

Language:

english

File:

PDF, 635 KB

english, 2014

27

Long memory and tail dependence in trading volume and volatility

Rossi, Eduardo, Santucci de Magistris, Paolo

Journal:

Journal of Empirical Finance

Year:

2013

Language:

english

File:

PDF, 1.41 MB

english, 2013

28

A peak acceleration threshold for soil liquefaction: lessons learned from the 2012 Emilia earthquake (Italy)

Santucci de Magistris, Filippo, Lanzano, Giovanni, Forte, Giovanni, Fabbrocino, Giovanni

Journal:

Natural Hazards

Year:

2014

Language:

english

File:

PDF, 7.02 MB

english, 2014

29

Physical and mechanical properties of a compacted silty sand with low bentonite fraction

de Magistris, Filippo Santucci, Silvestri, Francesco, Vinale, Filippo

Journal:

Canadian Geotechnical Journal

Year:

1998

File:

PDF, 520 KB

1998

30

It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model

Grassi, Stefano, Santucci de Magistris, Paolo

Journal:

Journal of Empirical Finance

Year:

2015

Language:

english

File:

PDF, 1.18 MB

english, 2015

31

SPT blow count vs. shear wave velocity relationship in the structurally complex formations of the Molise Region (Italy)

Fabbrocino, Silvia, Lanzano, Giovanni, Forte, Giovanni, Santucci de Magistris, Filippo, Fabbrocino, Giovanni

Journal:

Engineering Geology

Year:

2015

Language:

english

File:

PDF, 2.61 MB

english, 2015

32

Some Limits in the Use of the MASW Technique in Soils with Inclined Layers

Evangelista, Lorenza, Santucci de Magistris, Filippo

Journal:

Geotechnical and Geological Engineering

Year:

2015

Language:

english

File:

PDF, 1.55 MB

english, 2015

33

Dietary reporting errors on 24 h recalls and dietary questionnaires are associated with BMI across six European countries as evaluated with recovery biomarkers for protein and potassium intake

Freisling, Heinz, van Bakel, Marit M. E., Biessy, Carine, May, Anne M., Byrnes, Graham, Norat, Teresa, Rinaldi, Sabina, Santucci de Magistris, Maria, Grioni, Sara, Bas Bueno-de-Mesquita, H., Ocké, Mar

Journal:

British Journal Of Nutrition

Year:

2012

Language:

english

File:

PDF, 131 KB

english, 2012

34

Exercise training improves cardiopulmonary and endothelial function in women with breast cancer: findings from the Diana-5 dietary intervention study

Giallauria, Francesco, Vitelli, Alessandra, Maresca, Luigi, Santucci De Magistris, Maria, Chiodini, Paolo, Mattiello, Amalia, Gentile, Marco, Mancini, Maria, Grieco, Alessandra, Russo, Angelo, Lucci,

Journal:

Internal and Emergency Medicine

Year:

2016

Language:

english

File:

PDF, 394 KB

english, 2016

35

Exercise training improves heart rate recovery in women with breast cancer

Giallauria, Francesco, Maresca, Luigi, Vitelli, Alessandra, Santucci de Magistris, Maria, Chiodini, Paolo, Mattiello, Amalia, Gentile, Marco, Mancini, Maria, Grieco, Alessandra, Russo, Angelo, Lucci,

Journal:

Year:

2015

Language:

english

File:

PDF, 805 KB

english, 2015

36

Adherence to WCRF/AICR cancer prevention recommendations and metabolic syndrome in breast cancer patients

Bruno, Eleonora, Gargano, Giuliana, Villarini, Anna, Traina, Adele, Johansson, Harriet, Mano, Maria Piera, Santucci De Magistris, Maria, Simeoni, Milena, Consolaro, Elena, Mercandino, Angelica, Barber

Journal:

International Journal of Cancer

Year:

2016

Language:

english

File:

PDF, 179 KB

english, 2016

37

Volatility Jumps and Their Economic Determinants

Caporin, Massimiliano, Rossi, Eduardo, Santucci de Magistris, Paolo

Journal:

Journal of Financial Econometrics

Year:

2014

Language:

english

File:

PDF, 943 KB

english, 2014

38

Forecasting With the Standardized Self-Perturbed Kalman Filter

Grassi, Stefano, Nonejad, Nima, De Magistris, Paolo Santucci

Journal:

Journal of Applied Econometrics

Year:

2016

Language:

english

File:

PDF, 804 KB

english, 2016

39

Recognition of the Mechanical Properties for Soils in Complex Conditions: A Case Study

Castiglia, Massimina, Magistris, Filippo Santucci de

Journal:

Procedia Engineering

Year:

2016

File:

PDF, 405 KB

2016

40

Chasing volatility

Caporin, Massimiliano, Rossi, Eduardo, Santucci de Magistris, Paolo

Journal:

Journal of Econometrics

Year:

2017

Language:

english

File:

PDF, 1017 KB

english, 2017

41

Soil liquefaction in Kathmandu valley due to 25 April 2015 Gorkha, Nepal earthquake

Gautam, Dipendra, de Magistris, Filippo Santucci, Fabbrocino, Giovanni

Journal:

Soil Dynamics and Earthquake Engineering

Year:

2017

Language:

english

File:

PDF, 1.80 MB

english, 2017

42

Prediction of the number of equivalent cycles for earthquake motion

Castiglia, Massimina, Santucci de Magistris, Filippo

Journal:

Bulletin of Earthquake Engineering

Year:

2018

Language:

english

File:

PDF, 3.22 MB

english, 2018

43

The Influence of Compaction on the Mechanical Behaviour of a Silty Sand.

MAGISTRIS FILIPPO, SANTUCCI DE, SILVESTRI, FRANCESCO, VINALE, FILIPPO

Journal:

SOILS AND FOUNDATIONS

Year:

1998

File:

PDF, 2.14 MB

1998

44

A new food-composition database for 437 polyphenols in 19,899 raw and prepared foods used to estimate polyphenol intakes in adults from 10 European countries

Knaze, Viktoria, Rothwell, Joseph A, Zamora-Ros, Raul, Moskal, Aurelie, Kyrø, Cecilie, Jakszyn, Paula, Skeie, Guri, Weiderpass, Elisabete, Santucci de Magistris, Maria, Agnoli, Claudia, Westenbrink, S

Journal:

American Journal of Clinical Nutrition

Year:

2018

Language:

english

File:

PDF, 507 KB

english, 2018

45

Indirect inference with time series observed with error

Rossi, Eduardo, Santucci de Magistris, Paolo

Journal:

Journal of Applied Econometrics

Year:

2018

Language:

english

File:

PDF, 1.51 MB

english, 2018

46

Analyzing the Risks Embedded in Option Prices with rndfittool

Barletta, Andrea, Santucci de Magistris, Paolo

Journal:

Year:

2018

Language:

english

File:

PDF, 1.28 MB

english, 2018

47

Long Memory and Tail Dependence in Trading Volume and Volatility

Rossi, Eduardo, Santucci de Magistris, Paolo

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 687 KB

english, 2010

48

Indirect Inference with Time Series Observed with Error

Rossi, Eduardo, Santucci de Magistris, Paolo

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 486 KB

english, 2018

49

On the Evaluation of Marginal Expected Shortfall

Caporin, Massimiliano, Santucci de Magistris, Paolo

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 102 KB

english, 2010

50

Relationship between Plasma Fatty Acid Composition and Diet over Previous Years in the Italian Centers of the European Prospective Investigation into Cancer and Nutrition (EPIC)

Fusconi, Elisabetta, Pala, Valeria, Riboli, Elio, Vineis, Paolo, Sacerdote, Carlotta, Del Pezzo, Mariarosaria, de Magistris, Maria Santucci, Palli, Domenico, Masala, Giovanna, Sieri, Sabina, Foggetti,

Journal:

Year:

2003

Language:

english

File:

PDF, 1.37 MB

english, 2003