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Giampiero M. Gallo

Global rank #7709 91%

Institution: Rimini Centre for Economic Analysis (RCEA)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://rcea.academia.edu/GiampieroMGallo

First Publication: 2003

Most Recent: 2024

RePEc ID: pga48 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 2.01 0.00 2.01
Last 10 Years 0.00 0.00 2.01 0.00 2.35
All Time 0.00 2.58 7.71 0.00 13.54

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 11.68

Publications (16)

Year Article Journal Tier Authors
2024 Smooth and Abrupt Dynamics in Financial Volatility: The MS‐MEM‐MIDAS Oxford Bulletin of Economics and Statistics B 3
2021 Realized volatility forecasting: Robustness to measurement errors International Journal of Forecasting B 3
2021 A dynamic conditional approach to forecasting portfolio weights International Journal of Forecasting B 3
2019 On the asymmetric impact of macro–variables on volatility Economic Modeling C 3
2015 Forecasting realized volatility with changing average levels International Journal of Forecasting B 2
2014 Disentangling systematic and idiosyncratic dynamics in panels of volatility measures Journal of Econometrics A 4
2013 SEMIPARAMETRIC VECTOR MEM Journal of Applied Econometrics B 3
2012 Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach Review of Economics and Statistics A 3
2011 Shrinkage estimation of semiparametric multiplicative error models International Journal of Forecasting B 2
2011 Shrinkage estimation of semiparametric multiplicative error models International Journal of Forecasting B 2
2010 Exchange market pressure: some caveats in empirical applications Applied Economics C 3
2006 Frontiers in Time Series Analysis: Introduction Oxford Bulletin of Economics and Statistics B 3
2006 The econometrics of macroeconomics, finance, and the interface Journal of Econometrics A 5
2006 A multiple indicators model for volatility using intra-daily data Journal of Econometrics A 2
2005 A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets Econometric Theory B 3
2003 A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* Oxford Bulletin of Economics and Statistics B 3