Federico M. Bandi

Spectral Factor Models

Andrew W. Lo, Andrea Tamoni, Shomesh E. Chaudhuri, 2019, Journal of Financial Economics.

Long-run risk-return trade-offs

Federico M. Bandi, F. Bandi, Benoıˆt Perron, 2008 .

REALIZED VOLATILITY FORECASTING and OPTION PRICING

Chen Yang, Jeffrey R. Russell, Federico M. Bandi, 2008 .

Realized Volatility Forecasting in the Presence of Time-Varying Noise

Chen Yang, Jeffrey R. Russell, Federico M. Bandi, 2013 .

Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations

Jeffrey R. Russell, Federico M. Bandi, F. Bandi, 2011 .

Long Memory and the Relation between Implied and Realized Volatility

Benoit Perron, Federico M. Bandi, F. Bandi, 2006 .

Microstructure Noise, Realized Variance, and Optimal Sampling

Federico M. Bandi, F. Bandi, Jefirey R. Russell, 2008 .