Concepedia

Paolo Santucci de Magistris

PS

Statistics

Publications

16

Citations

315

H-Index

12

Active since

2010

Affiliations

Aarhus University(Current)

University of Pavia

University of Padua

Libera Università Internazionale degli Studi Sociali Guido Carli

University of Kent

Paolo Santucci de Magistris is an author at Aarhus University specializing in economics, financial economics, and business.

ORCID

Publications per year

2010–2022

16

Publications

16

Liquidity in the global currency market

Angelo Ranaldo, Paolo Santucci de Magistris · Journal of Financial Economics · 2022 · 41 citations · Full text

, , +17

Volatility Jumps and Their Economic Determinants

Massimiliano Caporin, Eduardo Rossi, Paolo Santucci de Magistris · Journal of Financial Econometrics · 2014 · 34 citations · Full text

, , +16

When long memory meets the Kalman filter: A comparative study

Stefano Grassi, Paolo Santucci de Magistris · Computational Statistics & Data Analysis · 2012 · 26 citations

, , +12

Chasing volatility

Massimiliano Caporin, Eduardo Rossi, Paolo Santucci de Magistris · Journal of Econometrics · 2017 · 26 citations

Dynamic Discrete Mixtures for High-Frequency Prices

Leopoldo Catania, Roberto Di Mari, Paolo Santucci de Magistris · Journal of Business and Economic Statistics · 2020 · 21 citations

, , +17

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