| Hotel dynamic pricing, stochastic demand and covid-19 A Guizzardi, LV Ballestra, E D'Innocenzo Annals of Tourism Research 91 (0160-7383), 103495, 2022 | 12 | 2022 |
| Score-driven modeling of spatio-temporal data F Gasperoni, A Luati, L Paci, E D’Innocenzo Journal of the American Statistical Association 118 (542), 1066-1077, 2023 | 8 | 2023 |
| Modeling extreme events: time-varying extreme tail shape E D’Innocenzo, A Lucas, B Schwaab, X Zhang Journal of Business & Economic Statistics, 1-15, 2023 | 4 | 2023 |
| Score-driven modeling with jumps: An application to S&P500 returns and options LV Ballestra, E D’Innocenzo, A Guizzardi Journal of Financial Econometrics 22 (2), 375-406, 2024 | 2 | 2024 |
| A robust score-driven filter for multivariate time series E D’Innocenzo, A Luati, M Mazzocchi Econometric Reviews 42 (5), 441-470, 2023 | 2 | 2023 |
| A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options LV Ballestra, E D’Innocenzo, A Guizzardi European Journal of Operational Research 314 (3), 1185-1194, 2024 | 1 | 2024 |
| Time-Varying Poisson Autoregression G Angelini, G Cavaliere, E D'Innocenzo, L De Angelis arXiv preprint arXiv:2207.11003, 2022 | 1 | 2022 |
| Reverse engineering the last-minute on-line pricing practices: an application to hotels A Guizzardi, LV Ballestra, E D’Innocenzo Statistical Methods & Applications, 1-29, 2024 | | 2024 |
| Heterogeneity and dynamics in network models E D'Innocenzo, A Lucas, A Opschoor, X Zhang Journal of Applied Econometrics, 2024 | | 2024 |
| Generalized Linear Spectral Models for Locally Stationary Processes T Proietti, A Luati, E D’Innocenzo Research Papers in Statistical Inference for Time Series and Related Models …, 2023 | | 2023 |
| Online supplement for the paper: A Robust Score-Driven Filter for Multivariate Time Series E D’Innocenzo, A Luati, M Mazzocchi | | 2023 |
| Pricing options using a score-driven model with jumps L Ballestra, E D'Innocenzo, A Guizzardi COMPSTAT 2022 Book of Abstracts, 75-75, 2022 | | 2022 |
| Dynamic Partial Correlation Models E D'Innocenzo, A Lucas Tinbergen Institute Discussion Paper, 2022 | | 2022 |
| Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence F Blasques, E D'Innocenzo, SJ Koopman Tinbergen Institute Discussion Paper 2021-057/III, 2021 | | 2021 |
| Essays in Robust and Nonlinear Time Series Models. E D'Innocenzo alma, 2020 | | 2020 |
| Supplementary materials for:‘Score driven modeling of spatio-temporal data’ F Gasperoni, A Luati, L Paci, E D’Innocenzo | | |
Luca Vincenzo BallestraUniversity of BolognaBestätigte E-Mail-Adresse bei unibo.it
