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Items where Author is "Buccheri, G."

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Article

Buccheri, G., Corsi, F. ORCID: 0000-0003-2683-4479 and Peluso, S. (2020). High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model. Journal of Business & Economic Statistics, doi: 10.1080/07350015.2019.1697699

Buccheri, G. and Corsi, F. ORCID: 0000-0003-2683-4479 (2019). HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies. Journal of Financial Econometrics, doi: 10.1093/jjfinec/nbz025

Buccheri, G., Bormetti, G., Corsi, F. ORCID: 0000-0003-2683-4479 and Lillo, F. (2019). Comment on: Price Discovery in High Resolution. Journal of Financial Econometrics, doi: 10.1093/jjfinec/nbz008

This list was generated on Mon Mar 30 07:03:53 2020 UTC.