| High-frequency volatility of volatility estimation free from spot volatility estimates S Sanfelici, IV Curato, ME Mancino Quantitative Finance 15 (8), 1331-1345, 2015 | 27 | 2015 |
| Measuring the leverage effect in a high frequency trading framework IV Curato, S Sanfelici Handbook of High Frequency Trading 42, 5-446, 2015 | 15 | 2015 |
| Weak dependence and GMM estimation of supOU and mixed moving average processes IV Curato, R Stelzer | 14 | 2019 |
| Estimation of the stochastic leverage effect using the Fourier transform method IV Curato Stochastic Processes and their Applications 129 (9), 3207-3238, 2019 | 13 | 2019 |
| Spot volatility estimation using the Laplace transform IV Curato, ME Mancino, MC Recchioni Econometrics and statistics 6, 22-43, 2018 | 10 | 2018 |
| Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields IV Curato, R Stelzer, B Ströh The Annals of Applied Probability 32 (3), 1814-1861, 2022 | 6 | 2022 |
| On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence DP Brandes, IV Curato Journal of Statistical Planning and Inference 203, 20-38, 2019 | 5 | 2019 |
| Inheritance of strong mixing and weak dependence under renewal sampling DP Brandes, IV Curato, R Stelzer Journal of Applied Probability 60 (2), 435-451, 2023 | 2 | 2023 |
| Stochastic leverage effect in high-frequency data: a Fourier based analysis IV Curato, S Sanfelici arXiv preprint arXiv:1910.06660, 2019 | 2 | 2019 |
| Freeze and bid-ask spread in the sovereign bond market P Moutot, I Curato, R Guberovic Available at SSRN 3079487, 2018 | 2 | 2018 |
| Stochastic leverage effect in high-frequency data: a Fourier based analysis IV Curato, S Sanfelici Econometrics and Statistics 23, 53-82, 2022 | 1 | 2022 |
| Fourier estimation of stochastic leverage using high frequency data IV Curato Working Papers-Mathematical Economics, 2013 | 1 | 2013 |
| Asymptotics for the Fourier estimators of the volatility of volatility and the leverage IV Curato DYNSTOCH 2013, 36, 2012 | 1 | 2012 |
| Mixed moving average field guided learning for spatio-temporal data IV Curato, O Furat, L Proietti, B Stroeh arXiv preprint arXiv:2301.00736, 2023 | | 2023 |
| Econometrics and Statistics IV Curato, ME Mancino, MC Recchioni | | 2016 |
| The Fourier estimator of the stochastic leverage effect IV Curato | | 2015 |
| Spot Volatility Estimation Using the Laplace Transform ME Mancino, I Curato, MC Recchioni Available at SSRN 2572340, 2014 | | 2014 |
| Non parametric estimations of volatility of volatility and leverage using integral transforms IV Curato Università di Pisa, 2013 | | 2013 |
| Boundary Spot Volatility Estimation using the Laplace Tran sform ME Mancino, I Curato, MC Recchioni Oberwolfach Reports, 2794-2795, 2013 | | 2013 |
| High frequency volatility of volatility estimation without estimating volatility I Curato, ME Mancino, S Sanfelici | | 2013 |
