A Jumping Index of Jumping Stocks?
Published in Journal of Empirical Finance, 2023
with P. Rodrigues, C. Schlag and N. Seeger.
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Published in Journal of Empirical Finance, 2023
with P. Rodrigues, C. Schlag and N. Seeger.
Download published version here
Published in Econometrics and Statistics, 2022
with D. Pirino and L. Trapin.
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Published in Quantitative Finance, 2019
with G. Buccheri, G. Livieri and D.Pirino.
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