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Paolo Santucci de Magistris

university of pavia

13H指数
66论文数
448被引数
收录论文 6
发表时间
SWITCHING REGIME INTEGER AUTOREGRESSIONS切换模式整数自回归
err2025-10-01
err0
errOAAI
errCatania, Leopoldo; Rossi, Eduardo; Santucci de Magistris, Paolo
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Climate, wind energy, and CO2 emissions from energy production in Denmark
err2023-09-01
err3
errOAAI
errCarlini, Federico; Christensen, Bent Jesper; Gupta, Nabanita Datta; de Magistris, Paolo Santucci
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Volatility tail risk under fractionality
err2019-11-01
err3
errOAAI
errMorelli, Giacomo; de Magistris, Paolo Santucci
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A non-structural investigation of VIX risk neutral density
err2019-02-01
err5
errOAAI
errBarletta, Andrea; de Magistris, Paolo Santucci; Violante, Francesco
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Chasing volatility A persistent multiplicative error model with jumps
err2017-05-01
err15
PREAI
errCaporin, Massimiliano; Rossi, Eduardo; de Magistris, Paolo Santucci
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