Danilo Mercurio
Author
Alternate name Danilo Mercurio
Institution Humboldt-Universität zu Berlin
Past institution Humboldt-Universität zu Berlin
H-index: 3
I10-index: 2
Works count: 8
Citations count: 161
Statistical inference for time-inhomogeneous volatility models
2004 · Danilo Mercurio, Vladimir Spokoiny · The Annals of Statistics
Estimation of time dependent volatility via local change point analysis
2004 · Danilo Mercurio, Vladimir Spokoiny
Estimation and arbitrage opportunities for exchange rate baskets
2003 · Danilo Mercurio, Costanza Torricelli · Applied Economics