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Bandi, Federico M.


 SSRN Author Rank: 10,204 by Downloads
 Assistant Professor
 

University of Chicago - Booth School of Business


 5807 S. Woodlawn Avenue
 Chicago, IL 60637
 United States
 773-834-4352 (Phone)
 email address

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. Bandi, Federico M.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,801
Total
Citations
174
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Separating Microstructure Noise from Volatility | Show Abstract | Download This Paper |
AFA 2005 Philadelphia Meetings
Number of Pages in PDF File: 49
Bandi, Federico M.
University of Chicago - Booth School of Business
Russell, Jeffrey R.
University of Chicago - Booth School of Business - Econometrics and Statistics
Posted:
02 Jan 05
639
(23,546)
107

2.  
Bandi, Federico M.
University of Chicago - Booth School of Business
Perron, Benoit
University of Montreal - Department of Economics
Posted:
02 Mar 02
607
(25,343)
1

3.  
Bandi, Federico M.
University of Chicago - Booth School of Business
Renò, Roberto
University of Siena - Department of Economics and Statistics
Posted:
12 Jul 08
Last Revised:
14 Jun 10
396
(44,247)
13

4.  
Bandi, Federico M.
University of Chicago - Booth School of Business
Perron, Benoit
University of Montreal - Department of Economics
Tamoni, Andrea
London School of Economics & Political Science (LSE)
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Posted:
05 Dec 12
Last Revised:
30 Sep 14
304
(60,679)
3

5.  
Fully Nonparametric Estimation of Scalar Diffusion Models | Show Abstract | Download This Paper |
Cowles Foundation Discussion Paper No. 1332
Number of Pages in PDF File: 48
Bandi, Federico M.
University of Chicago - Booth School of Business
Phillips, Peter C. B.
Yale University - Cowles Foundation
Posted:
14 Oct 01
208
(90,887)
36

6.  
Bandi, Federico M.
University of Chicago - Booth School of Business
Renò, Roberto
University of Siena - Department of Economics and Statistics
Posted:
03 Mar 12
Last Revised:
09 Feb 14
186
(101,282)
1

7.  
Bandi, Federico M.
University of Chicago - Booth School of Business
Tamoni, Andrea
London School of Economics & Political Science (LSE)
Posted:
10 Oct 13
Last Revised:
03 Oct 14
183
(102,855)
 

8.  
Bandi, Federico M.
University of Chicago - Booth School of Business
Renò, Roberto
University of Siena - Department of Economics and Statistics
Posted:
02 Jun 10
89
(182,048)
1

9.  
EXcess Idle Time | Show Abstract | Download This Paper |
Number of Pages in PDF File: 46
Bandi, Federico M.
University of Chicago - Booth School of Business
Pirino, Davide
Scuola Normale Superiore
Renò, Roberto
University of Siena - Department of Economics and Statistics
Posted:
12 Jan 13
Last Revised:
22 Apr 13
72
(206,979)
 

10.  
Bandi, Federico M.
University of Chicago - Booth School of Business
Phillips, Peter C. B.
Yale University - Cowles Foundation
Posted:
18 Jul 05
64
(220,645)
12

11.  
Bandi, Federico M.
University of Chicago - Booth School of Business
Corradi, Valentina
University of Warwick - Department of Economics
Wilhelm, Daniel
University of Chicago - Booth School of Business
Posted:
29 Jun 11
Last Revised:
04 Jul 11
53
(242,333)
 

12.  
Past Market Variance and Asset Prices | Show Abstract |
CIRANO - Scientific Publications No. 2011s-16
Bandi, Federico M.
University of Chicago - Booth School of Business
Perron, Benoit
University of Montreal - Department of Economics
Posted:
15 Feb 11
 

13.  
Long Memory and the Relation between Implied and Realized Volatility | Show Abstract |
Journal of Financial Econometrics, Vol. 4, Issue 4, pp. 636-670, 2006
Bandi, Federico M.
University of Chicago - Booth School of Business
Perron, Benoit
University of Montreal - Department of Economics
Posted:
02 Apr 08
 


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