Giampiero M. Gallo

Finance · 2000–2015

A researcher in the Science corpus: 11 papers; trusts 37 researchers and is trusted by 34 researchers here, as inferred from the citation graph.

Subfields

Whom Giampiero M. Gallo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Ole E. Barndorff-Nielsen
  3. Tim Bollerslev
  4. Torben G. Andersen
  5. S. Edwards
  6. Hahn-Shik Lee
  7. N. Shephard
  8. Edoardo Otranto
  9. Y. Tse
  10. Francis X. Diebold

Who trusts Giampiero M. Gallo overall

  1. P. R. Hansen
  2. N. Shephard
  3. Asger Lunde
  4. James W. Taylor
  5. Maria Pacurar
  6. A. Opschoor
  7. Ole E. Barndorff-Nielsen
  8. Robert F. Engle
  9. Drew D. Creal
  10. Cristina Amado

Papers from Giampiero M. Gallo's perspective

Ordered by how strongly the researchers Giampiero M. Gallo trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  2. Generalized autoregressive conditional heteroskedasticity
  3. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  4. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  7. Separating Microstructure Noise from Volatility
  8. An Introduc-tion to High-Frequency Finance
  9. New frontiers for arch models
  10. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns

Their papers