{"id":11,"name":"Davide Pirino","url":"","description":"Financial Econometrics:\r\n\r\nHAR-model for volatility forecasting, non-parametric model for electiricty prices. \r\n\r\nSystemic Risk:\r\n\r\nIlliquidity and collateralized finance, networks of risk spillover, flight-to-quality indicators.\r\n\r\nAnalysis of Genome Sequences:\r\nStochastic intensity models for DNA motifs.","link":"http:\/\/mathfinance.sns.it\/index.php\/author\/davide-pirino\/","slug":"davide-pirino","avatar_urls":{"24":"http:\/\/mathfinance.sns.it\/wp-content\/uploads\/2015\/07\/Screenshot-2015-07-14-12.09.08-32x32.png","48":"http:\/\/mathfinance.sns.it\/wp-content\/uploads\/2015\/07\/Screenshot-2015-07-14-12.09.08-64x64.png","96":"http:\/\/mathfinance.sns.it\/wp-content\/uploads\/2015\/07\/Screenshot-2015-07-14-12.09.08-96x96.png"},"meta":[],"_links":{"self":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/users\/11"}],"collection":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/users"}]}}