Giacomo Toscano

Available identifiers

zbMath Open toscano.giacomoMaRDI QIDQ2073566

List of research outcomes

Publication	Date of Publication	Type
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution	2023-06-20	Paper
Bias-optimal vol-of-vol estimation: the role of window overlapping	2022-06-17	Paper
Rate-efficient asymptotic normality for the Fourier estimator of the leverage process	2022-02-02	Paper
Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data	2021-06-17	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Giacomo Toscano