Items where Author is "Toscano, Giacomo"

Toscano, Giacomo, Livieri, Giulia ORCID: 0000-0002-3777-7329, Mancino, Maria Elvira and Marmi, Stefano (2022) Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized Facts. Journal of Financial Econometrics, 22 (1). 252 - 296. ISSN 1479-8409