Separating microstructure noise from volatility von Bandi, Federico M., Russell, Jeffrey R.

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Return predictability with endogenous growth von Bandi, Federico M., Bretscher, Lorenzo, Tamoni, Andrea

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Business-cycle consumption risk and asset prices von Bandi, Federico M., Tamoni, Andrea

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β in the tails von Bandi, Federico M., Renò, Roberto

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Zeros von Bandi, Federico M., Kolokolov, Aleksey, Pirino, Davide, Renò, Roberto

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Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations von Bandi, Federico M., Russell, Jeffrey R.

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Systematic staleness von Bandi, Federico M., Pirino, Davide, Renò, Roberto

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Spectral factor models von Bandi, Federico M., Chaudhuri, Shomesh E., Lo, Andrew W., Tamoni, Andrea

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SPECTRAL FINANCIAL ECONOMETRICS von Bandi, Federico M., Tamoni, Andrea

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EXCESS IDLE TIME von Bandi, Federico M., Pirino, Davide, Renó, Roberto

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Realized Volatility Forecasting in the Presence of Time-Varying Noise von Bandi, Federico M., Russell, Jeffrey R., Yang, Chen

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NONPARAMETRIC STOCHASTIC VOLATILITY von Bandi, Federico M., Renò, Roberto

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ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES von Bandi, Federico M., Moloche, Guillermo

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Realized volatility forecasting and option pricing von Bandi, Federico M., Russell, Jeffrey R., Yang, Chen

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Time-varying leverage effects von Bandi, Federico M., Renò, Roberto

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Using High-Frequency Data in Dynamic Portfolio Choice von Bandi, Federico M., Russell, Jeffrey R., Zhu, Yinghua

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Short-term interest rate dynamics: a spatial approach von Bandi, Federico M.

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NONPARAMETRIC NONSTATIONARITY TESTS von Bandi, Federico M., Corradi, Valentina

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Farewell Editorial von Bandi, Federico M, Patton, Andrew J

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Conditional spectral methods von Bandi, Federico M., Su, Yinan

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