Published papers
Published papers
Jumps of Staleness? (with Roberto Reno')
Journal of Business & Economic Statistics, 2023, forthcoming
Zeros (with Federico Bandi, Davide Pirino and Roberto Reno')
Management Science, 2020, 66, 3466-3479
Estimating jump activity using multipower variation
Journal of Business & Economic Statistics, 2022, 40(1), 128-140
Statistical inference for price staleness (with Davide Pirino and Giulia Liveri)
Journal of Econometrics, 2020, 218(1), 32–81
Efficient Multipowers (with Roberto Reno')
Journal of Financial Econometrics, 2018, 16(4), 629–659
Systemic co-jumps (with Massimiliano Caporin and Roberto Reno')
Journal of Financial Economics, 2017, 126(3), 563–591