Working papers
Working papers
Cryptocrashes
Discontinuous trading in continuous-time econometrics (with Federico Bandi, Davide Pirino and Roberto Reno')
Testing for endogeneity of irregular sampling schemes (with Davide Pirino and Giulia Livieri)
High-frequency trading during flash crashes: walk of fame or hall of shame? (with Mario Bellia, Kim Christensen, Lorian Pelizzon and Roberto Reno')