Davide Pirino

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 20 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 41 citations into it; #4,926 of 10,518 by trust here, #3,280 by citations
• Economics and Econometrics — 27 citations into it; #10,666 of 23,481 by trust here, #8,289 by citations
• Statistics and Probability — 6 citations into it

Whom Davide Pirino trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ole E. Barndorff-Nielsen
2. Torben G. Andersen
3. N. Shephard
4. Tim Bollerslev
5. Cecilia Mancini
6. Jun Pan
7. Andrew J. Patton
8. Yacine Aït-Sahalia
9. Jean Jacod
10. Suzanne S. Lee

Who trusts Davide Pirino overall

1. Filip Žikeš
2. Ana-Maria H. Dumitru
3. Feng Ma
4. Jing Liu

Papers from Davide Pirino's perspective

Ordered by how strongly the researchers Davide Pirino trusts endorse each paper. Same corpus, a different order for every researcher.

1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
2. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
3. Power and bipower variation with stochastic volatility and jumps
4. An empirical investigation of continuous-time equity return models
5. Post-'87 crash fears in the S&P 500 futures option market
6. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
7. The Impact of Jumps in Volatility and Returns
8. Financial Modelling with Jump Processes
9. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
10. A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales

Their papers

• Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting (2010) — 521 citations