Details about Davide Pirino

Access statistics for papers by Davide Pirino.

Last updated 2017-06-01. Update your information in the RePEc Author Service.

Short-id: ppi432

Working Papers

2018

1. Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
   Papers, arXiv.org View citations (35)

2013

2. Decidability in complex social choices
   LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy
   Also in LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2012)
3. Zipf Law and the Firm Size Distribution: a critical discussion of popular estimators
   LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (2)
   See also Journal Article Zipf law and the firm size distribution: a critical discussion of popular estimators, Journal of Evolutionary Economics, Springer (2015) View citations (28) (2015)

2012

4. Detecting Correlations among Functional Sequence Motifs
   LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy

2010

5. Measuring Industry Relatedness and Corporate Coherence
   LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy View citations (21)
6. Threshold bipower variation and the impact of jumps on volatility forecasting
   Post-Print, HAL View citations (283)
   See also Journal Article Threshold bipower variation and the impact of jumps on volatility forecasting, Journal of Econometrics, Elsevier (2010) View citations (279) (2010)

2008

7. A Theoretical Model for the Extraction and Refinement of Natural Resources
   Department of Economics University of Siena, Department of Economics, University of Siena

Journal Articles

2015

1. The impact of systemic and illiquidity risk on financing with risky collateral
   Journal of Economic Dynamics and Control, 2015, 50, (C), 180-202 View citations (12)
2. Zipf law and the firm size distribution: a critical discussion of popular estimators
   Journal of Evolutionary Economics, 2015, 25, (3), 585-610 View citations (28)
   See also Working Paper Zipf Law and the Firm Size Distribution: a critical discussion of popular estimators, LEM Papers Series (2013) View citations (2) (2013)

2010

3. ELECTRICITY PRICES: A NONPARAMETRIC APPROACH
   International Journal of Theoretical and Applied Finance (IJTAF), 2010, 13, (02), 285-299 View citations (3)
4. Threshold bipower variation and the impact of jumps on volatility forecasting
   Journal of Econometrics, 2010, 159, (2), 276-288 View citations (279)
   See also Working Paper Threshold bipower variation and the impact of jumps on volatility forecasting, Post-Print (2010) View citations (283) (2010)

2009

5. Jump detection and long range dependence
   Physica A: Statistical Mechanics and its Applications, 2009, 388, (7), 1150-1156 View citations (1)
6. The extraction of natural resources: The role of thermodynamic efficiency
   Ecological Economics, 2009, 68, (10), 2594-2606 View citations (4)