| Threshold bipower variation and the impact of jumps on volatility forecasting F Corsi, D Pirino, R Reno Journal of Econometrics 159 (2), 276-288, 2010 | 619 | 2010 |
| Measuring the propagation of financial distress with Granger-causality tail risk networks F Corsi, F Lillo, D Pirino, L Trapin Journal of Financial Stability 38, 18-36, 2018 | 96 | 2018 |
| Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction D Di Gangi, F Lillo, D Pirino Journal of Economic dynamics and control 94, 117-141, 2018 | 62 | 2018 |
| Volatility forecasting: The jumps do matter F Corsi, D Pirino, R Reno Università di Siena, 2008 | 60 | 2008 |
| Excess idle time FM Bandi, D Pirino, R Reno Econometrica 85 (6), 1793-1846, 2017 | 54 | 2017 |
| Zeros FM Bandi, A Kolokolov, D Pirino, R Renò Management Science 66 (8), 3466-3479, 2020 | 45 | 2020 |
| The influence of the astrocyte field on neuronal dynamics and synchronization P Allegrini, L Fronzoni, D Pirino Journal of biological physics 35, 413-423, 2009 | 39 | 2009 |
| Zipf law and the firm size distribution: a critical discussion of popular estimators G Bottazzi, D Pirino, F Tamagni Journal of evolutionary economics 25 (3), 585-610, 2015 | 37 | 2015 |
| Measuring industry relatedness and corporate coherence G Bottazzi, D Pirino Available at SSRN 1831479, 2010 | 34 | 2010 |
| The impact of systemic and illiquidity risk on financing with risky collateral F Lillo, D Pirino Journal of Economic Dynamics and Control 50, 180-202, 2015 | 20 | 2015 |
| A closed-form formula characterization of the Epps effect G Buccheri, G Livieri, D Pirino, A Pollastri Quantitative Finance 20 (2), 243-254, 2020 | 19 | 2020 |
| Statistical inferences for price staleness A Kolokolov, G Livieri, D Pirino Journal of econometrics 218 (1), 32-81, 2020 | 17 | 2020 |
| The extraction of natural resources: the role of thermodynamic efficiency A Roma, D Pirino Ecological economics 68 (10), 2594-2606, 2009 | 14 | 2009 |
| Electricity prices: A nonparametric approach D Pirino, R Renò International Journal of Theoretical and Applied Finance 13 (02), 285-299, 2010 | 12 | 2010 |
| Jump detection and long range dependence D Pirino Physica A: Statistical Mechanics and its Applications 388 (7), 1150-1156, 2009 | 12 | 2009 |
| A SHARP model of bid–ask spread forecasts L Cattivelli, D Pirino International Journal of Forecasting 35 (4), 1211-1225, 2019 | 8 | 2019 |
| Systematic staleness FM Bandi, D Pirino, R Renò Journal of Econometrics 238 (1), 105522, 2024 | 7 | 2024 |
| Managing liquidity with portfolio staleness G Buccheri, D Pirino, L Trapin Decisions in Economics and Finance 44 (1), 215-239, 2021 | 7 | 2021 |
| Realized moments: identification and pricing FM Bandi, A Kolokolov, D Pirino, R Reno Working paper, 2020 | 4 | 2020 |
| Discontinuous trading in continuous-time econometrics FM Bandi, A Kolokolov, D Pirino, R Renò Available at SSRN 4351618, 2023 | 3 | 2023 |
