Davide Pirino

Davide Pirino

Scuola Normale Superiore di Pisa - Pisa / Italy
Others
AD Scientific Index ID: 1791614
Scuola Normale Superiore
person_outline Davide Pirino's MOST POPULAR ARTICLES
1-) Threshold bipower variation and the impact of jumps on volatility forecastingF Corsi, D Pirino, R RenoJournal of Econometrics 159 (2), 276-288, 20105552010
2-) Measuring the propagation of financial distress with granger-causality tail risk networksF Corsi, F Lillo, D Pirino, L TrapinJournal of Financial Stability 38, 18-36, 201868*2018
3-) Assessing systemic risk due to fire sales spillover through maximum entropy network reconstructionD Di Gangi, F Lillo, D PirinoJournal of Economic dynamics and control 94, 117-141, 2018622018
4-) Volatility forecasting: The jumps do matterF Corsi, D Pirino, R RenoUniversità di Siena, 2008602008
5-) Excess idle timeFM Bandi, D Pirino, R RenoEconometrica 85 (6), 1793-1846, 2017592017