Brini, A., Toscano, G., Lombardi, G.V., Mancino, M.E.: Beyond average hive performance: tail risk measurement in Italian apiculture with Honey-at-Risk (Minor revision, Environmetrics)
Mancini, L., Toscano, G.: Nonparametric multivariate temperature volatility
Cinque, P., Sanfelici, S., Toscano, G.: Forecasting intraday spot beta paths
Lombardi, G., Mancino, M.E., Maglione, F., Toscano, G.:Â Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystem service provision
Dare, W., Fengler, M., Toscano, G.: Volatility estimation with Gabor frames
Brini A., Bucci, A., Toscano, G.: Fourier-based spot volatility functional forecasting
Cinque, P., Lillo, F., Toscano, G.: High-frequency efficient price filtering
Cinque, P., Mancino, M.E., Maglione, F., Toscano, G.: Nonparametric estimation of the sensitivity of the leverage effect to price and volatility changes