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Giuseppe Buccheri

Giuseppe Buccheri

Università degli Studi di Verona - Verona / Italy
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202522
University of Verona
person_outline Giuseppe Buccheri's MOST POPULAR ARTICLES
1-) Evolution of correlation structure of industrial indices of US equity markets arXiv preprint arXiv:1306.4769, 2013
2-) HARK the SHARK: Realized volatility modeling with measurement errors and nonlinear dependencies Journal of Financial Econometrics 19 (4), 614-649, 2021
3-) A score-driven conditional correlation model for noisy and asynchronous data: An application to high-frequency covariance dynamics Journal of Business & Economic Statistics 39 (4), 920-936, 2021
4-) High-frequency lead-lag effects and cross-asset linkages: a multi-asset lagged adjustment model Journal of Business & Economic Statistics 39 (3), 605-621, 2021
5-) A DCC-type approach for realized covariance modeling with score-driven dynamics International Journal of Forecasting 37 (2), 569-586, 2021