CRIS Current Research Information System

D'INNOCENZO, ENZO

D'INNOCENZO, ENZO  

DIPARTIMENTO DI SCIENZE ECONOMICHE  

Ricercatori a tempo determinato  

Mostra records
Risultati 1 - 12 di 12 (tempo di esecuzione: 0.028 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options Ballestra, Luca Vincenzo; D’Innocenzo, Enzo; Guizzardi, Andrea 2024-01-01 EUROPEAN JOURNAL OF OPERATIONAL RESEARCH - 1.01 Articolo in rivista 1-s2.0-S0377221723009104-main.pdf
Common and idiosyncratic conditional volatility: Theory and empirical evidence from electricity prices Francisco Blasques; Enzo D'Innocenzo; Siem Jan Koopman 2024-01-01 ECONOMETRIC REVIEWS - 1.01 Articolo in rivista FSDVM_Final_v10sj.pdf
Dynamic partial correlation models Enzo DInnocenzo; Andre Lucas 2024-01-01 JOURNAL OF ECONOMETRICS - 1.01 Articolo in rivista 1-s2.0-S0304407624000939-main.pdf; 1-s2.0-S0304407624000939-mmc1.pdf
Heterogeneity and dynamics in network models D'Innocenzo, Enzo; Lucas, André; Opschoor, Anne; Zhang, Xingmin 2024-01-01 JOURNAL OF APPLIED ECONOMETRICS - 1.01 Articolo in rivista Heterogeneity_and_DynamicsC.pdf
Modeling extreme events: time-varying extreme tail shape* Enzo D’Innocenzo, André Lucas, Bernd Schwaab and Xin Zhang 2024-01-01 JOURNAL OF BUSINESS & ECONOMIC STATISTICS - 1.01 Articolo in rivista Modeling Extreme Events Time-Varying Extreme Tail Shape.pdf
Reverse engineering the last-minute on-line pricing practices: an application to hotels Guizzardi, Andrea; Ballestra, Luca Vincenzo; D’Innocenzo, Enzo 2024-01-01 STATISTICAL METHODS & APPLICATIONS - 1.01 Articolo in rivista s10260-024-00751-3.pdf
Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options Ballestra, Luca Vincenzo; D’Innocenzo, Enzo; Guizzardi, Andrea 2024-01-01 JOURNAL OF FINANCIAL ECONOMETRICS - 1.01 Articolo in rivista nbad001.pdf
A robust score-driven filter for multivariate time series Enzo D’Innocenzo; Alessandra Luati; Mario Mazzocchi 2023-01-01 ECONOMETRIC REVIEWS - 1.01 Articolo in rivista DLM_paper_ER_rev_2_v1.pdf
Generalized Linear Spectral Models for Locally Stationary Processes Proietti, Tommaso; Luati, Alessandra; D’Innocenzo, Enzo 2023-01-01 - Springer 2.01 Capitolo / saggio in libro -
Score Driven Modeling of Spatio-temporal Data Gasperoni, Francesca; Luati, Alessandra; Paci, Lucia; D’Innocenzo, Enzo 2023-01-01 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION - 1.01 Articolo in rivista Score-Driven Modeling of Spatio-Temporal Data.pdf
Hotel dynamic pricing, stochastic demand and covid-19 Guizzardi, Andrea; Ballestra, Luca Vincenzo; D'Innocenzo, Enzo 2022-01-01 ANNALS OF TOURISM RESEARCH - 1.01 Articolo in rivista MainPaper - RefCovid_Rev2a.pdf
Pricing options using a score-driven model with jumps Luca Vincenzo Ballestra;
Enzo D'Innocenzo;
Andrea Guizzardi 		2022-01-01 - - 4.01 Contributo in Atti di convegno -