E-LIB Suche - Ergebnisse für: Livieri, Giulia

1

Affine Volterra processes with jumps:

Bondi, Alessandro ; Livieri, Giulia ; Pulido, Sergio
Stochastic Processes and their Applications. 168 (2024) - p. 104264 , 2024

Link: https://doi.org/10.1016/..

2

The Yoccoz–Birkeland livestock population model coupled wit..:

Ceccon, Riccardo ; Livieri, Giulia ; Marmi, Stefano
Communications in Nonlinear Science and Numerical Simulation. 118 (2023) - p. 106982 , 2023

Link: https://doi.org/10.1016/..

3

One-shot learning of stochastic differential equations with..:

Darcy, Matthieu ; Hamzi, Boumediene ; Livieri, Giulia..
Physica D: Nonlinear Phenomena. 444 (2023) - p. 133583 , 2023

Link: https://doi.org/10.1016/..

4

Uncertainty in firm valuation and a cross-sectional misvalu..:

Bottazzi, Giulio ; Cordoni, Francesco ; Livieri, Giulia.
Annals of Finance. 19 (2023) 1 - p. 63-93 , 2023

Link: https://doi.org/10.1007/..

5

Unimodal Maps Perturbed by Heteroscedastic Noise: An Applic..:

Lillo, Fabrizio ; Livieri, Giulia ; Marmi, Stefano..
Journal of Statistical Physics. 190 (2023) 10 - p. , 2023

Link: https://doi.org/10.1007/..

6

Analysis of Bank Leverage via Dynamical Systems and Deep Ne..:

Lillo, Fabrizio ; Livieri, Giulia ; Marmi, Stefano..
SIAM Journal on Financial Mathematics. 14 (2023) 2 - p. 598-643 , 2023

Link: https://doi.org/10.1137/..

7

N-Player Games and Mean Field Games of Moderate Interaction:

Flandoli, Franco ; Ghio, Maddalena ; Livieri, Giulia
Applied Mathematics & Optimization. 85 (2022) 3 - p. , 2022

Link: https://doi.org/10.1007/..

8

Volatility of Volatility Estimation: Central Limit Theorems..:

Toscano, Giacomo ; Livieri, Giulia ; Mancino, Maria Elvira.
Journal of Financial Econometrics. 22 (2022) 1 - p. 252-296 , 2022

Link: https://doi.org/10.1093/..

9

Kelly Betting with Quantum Payoff: a continuous variable ap..:

Tirone, Salvatore ; Ghio, Maddalena ; Livieri, Giulia..
Quantum. 5 (2021) - p. 545 , 2021

Link: https://doi.org/10.22331..

10

Liquidity fluctuations and the latent dynamics of price imp..:

Mertens, Luca Philippe ; Ciacci, Alberto ; Lillo, Fabrizio.
Quantitative Finance. 22 (2021) 1 - p. 149-169 , 2021

Link: https://doi.org/10.1080/..

11

The continuous-time limit of score-driven volatility models:

Buccheri, Giuseppe ; Corsi, Fulvio ; Flandoli, Franco.
Journal of Econometrics. 221 (2021) 2 - p. 655-675 , 2021

Link: https://doi.org/10.1016/..

12

Statistical inferences for price staleness:

Kolokolov, Aleksey ; Livieri, Giulia ; Pirino, Davide
Journal of Econometrics. 218 (2020) 1 - p. 32-81 , 2020

Link: https://doi.org/10.1016/..

13

A Stochastic Volatility Model With Realized Measures for Op..:

Bormetti, Giacomo ; Casarin, Roberto ; Corsi, Fulvio.
Journal of Business & Economic Statistics. 38 (2019) 4 - p. 856-871 , 2019

Link: https://doi.org/10.1080/..

14

Asymptotic results for the Fourier estimator of the integra..:

Livieri, Giulia ; Mancino, Maria Elvira ; Marmi, Stefano
Decisions in Economics and Finance. 42 (2019) 2 - p. 471-502 , 2019

Link: https://doi.org/10.1007/..

15

A closed-form formula characterization of the Epps effect:

Buccheri, Giuseppe ; Livieri, Giulia ; Pirino, Davide.
Quantitative Finance. 20 (2019) 2 - p. 243-254 , 2019

Link: https://doi.org/10.1080/..