Giuseppe Buccheri

A high resolution record of the last deglaciation in the southern Tyrrhenian Sea: environmental and climatic evolution

Giuseppe Buccheri, G Capretto, Valentino Di Donato et al. · Marine Geology · 2002 · 92 citations

Marine Geology, Engineering, Paleoenvironmental Change +9

Evolution of correlation structure of industrial indices of U.S. equity markets

Giuseppe Buccheri, Stefano Marmi, Rosario N. Mantegna · Physical Review E · 2013 · 64 citations · Full text

Empirical Finance, U.s. Markets, Economics +12

A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics

Giuseppe Buccheri, Giacomo Bormetti, Fulvio Corsi et al. · Journal of Business and Economic Statistics · 2020 · 49 citations · Full text

Volatility Modeling, Engineering, High-frequency Returns +23

HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies

Giuseppe Buccheri, Fulvio Corsi · Journal of Financial Econometrics · 2019 · 39 citations · Full text

Forecasting Methodology, Volatility Modeling, Engineering +19

Middle to Upper Pleistocene morphostructural evolution of the NW-coast of Sicily: thermoluminescence dating and palaeontological-stratigraphical evaluations of littoral deposits

Barbara Mauz, Giuseppe Buccheri, Ludwig Zöller et al. · Palaeogeography Palaeoclimatology Palaeoecology · 1997 · 34 citations

Quaternary Period, Engineering, Thermoluminescence Dating +9