Search results for: Paolo Santucci de Magistris
Journal of Applied Econometrics > 33 > 6 > 874 - 897
Journal of Econometrics > 2017 > 198 > 1 > 122-145
Journal of Applied Econometrics > 32 > 2 > 318 - 341
Journal of Empirical Finance > 2015 > 30 > Complete > 62-78
Computational Statistics and Data Analysis > 2014 > 76 > Complete > 301-319
Journal of Banking and Finance > 2013 > 37 > 12 > 5132-5146
Journal of Empirical Finance > 2013 > 22 > Complete > 94-112
Journal of Futures Markets > 33 > 1 > 77 - 102