7 citations · 7 across the 1 of their papers we have counts for
3 papers
econ.EM2024
From rotational to scalar invariance: Enhancing identifiability in score-driven factor models
Giuseppe Buccheri, Fulvio Corsi, Emilija Dzuverovic
We show that, for a certain class of scaling matrices including the commonly used inverse square-root of the conditional Fisher Information, score-driven factor models are identifi…
q-fin.TR2018
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics
Giuseppe Buccheri, Giacomo Bormetti, Fulvio Corsi +1
The analysis of the intraday dynamics of correlations among high-frequency returns is challenging due to the presence of asynchronous trading and market microstructure noise. Both…
hep-ph2012★ 7 cited
Electroweak Radiative Corrections to Higgs Production via Vector Boson Fusion using SCET: Numerical Results
Fabio Siringo, Giuseppe Buccheri
Electroweak radiative corrections are computed for Higgs production through vector boson fusion, qq->qqH, which is one of the most promising channels for detecting and studying the…