Concepedia

Davide Pirino

DP

16

Publications

1.1K

Citations

14

H-Index

2008

Active since

Affiliations

University of Rome Tor Vergata(Current)

Scuola Normale Superiore

University of Pisa

Scuola Superiore Sant'Anna

University of Bologna

Davide Pirino is an author at University of Rome Tor Vergata specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceStatisticsAsset PricingEconomicsEngineeringEconomic AnalysisMultivariate Stochastic VolatilityForecastingEconometrics

Publications per year

2008–2020

16

Publications

16

Threshold bipower variation and the impact of jumps on volatility forecasting

Fulvio Corsi, Davide Pirino, Roberto Renò · Cineca Institutional Research Information System (Tor Vergata University) · 2010 · 536 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +11

Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting

Fulvio Corsi, Davide Pirino, Roberto Renò · SSRN Electronic Journal · 2008 · 114 citations · Full text

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +11

Measuring the propagation of financial distress with Granger-causality tail risk networks

Fulvio Corsi, Fabrizio Lillo, Davide Pirino et al. · Journal of Financial Stability · 2018 · 93 citations · Full text

Empirical Finance, Sovereign Bonds, International Financial Crisis +18

EXcess Idle Time

Federico M. Bandi, Davide Pirino, Roberto Renò · Econometrica · 2017 · 54 citations · Full text

Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction

Domenico Di Gangi, Fabrizio Lillo, Davide Pirino · Cineca Institutional Research Information System (Tor Vergata University) · 2018 · 47 citations · Full text

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