Davide Pirino

Davide Pirino

Former member/Collaborator


Website:
http://davidepirino.wix.com/academic
Email:
davide.pirino@sns.it
Curriculum Vitae:
None
Research interests:
Financial Econometrics: HAR-model for volatility forecasting, non-parametric model for electiricty prices. Systemic Risk: Illiquidity and collateralized finance, networks of risk spillover, flight-to-quality indicators. Analysis of Genome Sequences: Stochastic intensity models for DNA motifs.

Preprints:

Publications: