City Research Online

Items where Author is "Pirino, D."

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Article

Corsi, F., Lillo, F., Pirino, D. & Trapin, L. (2018). Measuring the propagation of financial distress with Granger-causality tail risk networks. Journal of Financial Stability, 38, pp. 18-36. doi: 10.1016/j.jfs.2018.06.003

Corsi, F., Pirino, D. & Reno, R. (2010). Threshold bipower variation and the impact of jumps on volatility forecasting. Journal of Econometrics, 159(2), pp. 276-288. doi: 10.1016/j.jeconom.2010.07.008

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