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G

Giampiero M. Gallo

University of Messina

28H指数
211论文数
3.0K被引数
收录论文 14
发表时间
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Modeling meaningful volatility events to classify monetary policy announcements
errBIG DATA RESEARCH
IF4.2
err2025-05-01
err0
PREAI
errGallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo
err分享
err收藏
Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2023-05-17
err4
errOAAI
errCandila, Vincenzo; Gallo, Giampiero M.; Petrella, Lea
err分享
err收藏
A dynamic conditional approach to forecasting portfolio weights
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2021-07-01
err3
PREAI
errCipollini, Fabrizio; Gallo, Giampiero M.; Palandri, Alessandro
err分享
err收藏
On classifying the effects of policy announcements on volatility
errINTERNATIONAL JOURNAL OF APPROXIMATE REASONING
IF3
err2021-07-01
err6
errOAAI
errGallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo
err分享
err收藏
Realized volatility forecasting: Robustness to measurement errors已实现波动率预测: 对测量误差的稳健性
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2021-01-01
err19
PREAI
errCipollini, Fabrizio; Gallo, Giampiero M.; Otranto, Edoardo
err分享
err收藏
On the asymmetric impact of macro-variables on volatility
errECONOMIC MODELLING
IF4.7
err2019-01-01
err40
PREAI
errAmendola, Alessandra; Candila, Vincenzo; Gallo, Giampiero M.
err分享
err收藏
Forecasting realized volatility with changing average levels
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2015-07-01
err43
PREAI
errGallo, Giampiero M.; Otranto, Edoardo
err分享
err收藏
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
errJOURNAL OF ECONOMETRICS
IF4
err2014-10-01
err24
errOAAI
errBarigozzi, Matteo; Brownlees, Christian; Gallo, Giampiero M.; Veredas, David
err分享
err收藏
VOLATILITY SPILLOVERS IN EAST ASIAN FINANCIAL MARKETS: A MEM-BASED APPROACH
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2012-02-01
err69
PREAI
errEngle, Robert F.; Gallo, Giampiero M.; Velucchi, Margherita
err分享
err收藏
Shrinkage estimation of semiparametric multiplicative error models
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2011-04-01
err12
PREAI
errBrownlees, Christian T.; Gallo, Giampiero M.
err分享
err收藏
SOLVING LARGE SPARSE SYSTEMS OF EQUATIONS IN ECONOMETRIC-MODELS
errJOURNAL OF FORECASTING
IF2.7
err2006-09-21
err13
PREAI
errDON, FJH; GALLO, GM
err分享
err收藏
A multiple indicators model for volatility using intra-daily data
errJOURNAL OF ECONOMETRICS
IF4
err2006-03-01
err305
errOAAI
errEngle, RF; Gallo, GM
err分享
err收藏
The econometrics of macroeconomics, finance, and the interface
errJOURNAL OF ECONOMETRICS
IF4
err2006-03-01
err4
PREAI
errDiebold, FX; Engle, RF; Favero, C; Gallo, GM; Schorfheide, F
err分享
err收藏
Ex post and ex ante analysis of provisional data
errJOURNAL OF FORECASTING
IF2.7
err1999-11-01
err5
errOAAI
errGallo, GM; Marcellino, M
err分享
err收藏

研究方向

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合作学者
合作期刊
R
Robert F. Engle
H 指数: 110 · 论文数: 483
F
Francis X. Diebold
H 指数: 99 · 论文数: 537
F
Frank Schorfheide
H 指数: 52 · 论文数: 259
M
Massimiliano Marcellino
H 指数: 52 · 论文数: 462
C
Carlo A. Favero
H 指数: 47 · 论文数: 268
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