TOSCANO, GIACOMO

TOSCANO, GIACOMO  

Scienze per l'Economia e l'Impresa  

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Titolo Data di pubblicazione Autore(i) File
Asymptotic normality and finite-sample robustness of the Fourier spot volatility estimator in the presence of microstructure noise 2024 Maria Elvira Mancino; Tommaso Mariotti; Giacomo Toscano
Bias-optimal vol-of-vol estimation: the role of window overlapping 2022 Toscano G.; Recchioni M.C.
From Zero-Intelligence to Queue-Reactive: Limit Order Book modeling for high-frequency volatility estimation and optimal execution 2023 Tommaso Mariotti, Fabrizio Lillo, Giacomo Toscano
Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S &P500 data 2024 Raffaelli, Iacopo; Scotti, Simone; Toscano, Giacomo
Is the variance swap rate affine in the spot variance? Evidence from S&P500 data 2020 M.E. MANCINO , S. SCOTTI , G. TOSCANO
Rate Efficient Asymptotic Normality for the Fourier Estimator of the Leverage Process 2022 Maria Elvira Mancino ; Giacomo Toscano
SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks 2024 Alessio Brini; Giacomo Toscano;
The foreign exchange market in Barcelona at the beginning of the fifteenth century 2021 Orlandi A.; Toscano G.
The Fourier–Malliavin Volatility (FMVol) MATLAB® library 2024 Sanfelici, Simona; Toscano, Giacomo
The price-leverage covariation as a measure of the response of the leverage effect to price and volatility changes 2022 Toscano, G
Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts 2024 Giacomo Toscano; Giulia Livieri; Maria Elvira Mancino; Stefano Marmi