Published papers
Published papers
BUMVU estimators (with Roberto Reno' and Patrick Zoi)
Accepted by Journal of Econometrics, 2024
An unbounded intensity model for point processes (with Kim Christensen)
Journal of Econometrics, 2024, 204(1)
Jumps of Staleness? (with Roberto Reno')
Journal of Business & Economic Statistics, 2024, 42(2), 516-532
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