| Realizing smiles: Options pricing with realized volatility F Corsi, N Fusari, D La Vecchia Journal of Financial Economics 107 (2), 284-304, 2013 | 169 | 2013 |
| Center-outward R-estimation for semiparametric VARMA models M Hallin, D La Vecchia, H Liu Journal of the American Statistical Association 117 (538), 925-938, 2022 | 37 | 2022 |
| On robust estimation via pseudo-additive information D Ferrari, D La Vecchia Biometrika 99 (1), 238-244, 2012 | 26 | 2012 |
| Higher-order infinitesimal robustness D La Vecchia, E Ronchetti, F Trojani Journal of the American Statistical Association 107 (500), 1546-1557, 2012 | 22 | 2012 |
| Rank-based testing for semiparametric VAR models: a measure transportation approach M Hallin, D La Vecchia, H Liu Bernoulli, 2020 | 21 | 2020 |
| Infinitesimal robustness for diffusions D La Vecchia, F Trojani Journal of the American Statistical Association 105 (490), 703-712, 2010 | 16 | 2010 |
| Robust heart rate variability analysis by generalized entropy minimization D La Vecchia, L Camponovo, D Ferrari Computational statistics & data analysis 82, 137-151, 2015 | 9 | 2015 |
| Saddlepoint approximations for short and long memory time series: A frequency domain approach D La Vecchia, E Ronchetti Journal of econometrics 213 (2), 578-592, 2019 | 8 | 2019 |
| Estimation of a nonparametric model for bond prices from cross-section and time series information B Koo, D La Vecchia, O Linton Journal of econometrics 220 (2), 562-588, 2021 | 7* | 2021 |
| A simple R-estimation method for semiparametric duration models M Hallin, D La Vecchia Journal of econometrics 218 (2), 736-749, 2020 | 7 | 2020 |
| R-Estimation in semiparametric dynamic location-scale models M Hallin, D La Vecchia Journal of Econometrics 196 (2), 233-247, 2017 | 7* | 2017 |
| On some connections between Esscher’s tilting, saddlepoint approximations, and optimal transportation: A statistical perspective D La Vecchia, E Ronchetti, A Ilievski Statistical Science 38 (1), 30-51, 2023 | 4 | 2023 |
| Saddlepoint approximations for spatial panel data models C Jiang, D La Vecchia, E Ronchetti, O Scaillet Journal of the American Statistical Association, 1-12, 2021 | 4 | 2021 |
| Stable Asymptotics for M‐estimators D La Vecchia International Statistical Review 84 (2), 267-290, 2016 | 3 | 2016 |
| A higher-order correct fast moving-average bootstrap for dependent data D La Vecchia, A Moor, O Scaillet Journal of Econometrics 235 (1), 65-81, 2023 | 2 | 2023 |
| Robust sieve M-estimation with an application to dimensionality reduction J Bodelet, D La Vecchia Electronic Journal of Statistics 16 (2), 3996-4030, 2022 | 2 | 2022 |
| Some novel aspects of quantile regression: local stationarity, random forests and optimal transportation M Felix, D La Vecchia, H Liu, Y Ma arXiv preprint arXiv:2303.11054, 2023 | 1 | 2023 |
| Semiparametric segment M-estimation for locally stationary diffusions PY Deléamont, D La Vecchia Biometrika 106 (4), 941-956, 2019 | 1 | 2019 |
| On the use of the cumulant generating function for inference on time series A Moor, D La Vecchia, E Ronchetti arXiv preprint arXiv:2403.12714, 2024 | | 2024 |
| General Spatio-Temporal Factor Models for High-Dimensional Random Fields on a Lattice M Barigozzi, D La Vecchia, H Liu arXiv preprint arXiv:2312.02591, 2023 | | 2023 |
Nicola FusariProfessor of FinanceVerified email at jhu.edu
