Patrick Gagliardini

Economics and Econometrics · 2004–2019

A researcher in the Science corpus: 4 papers; trusts 41 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Patrick Gagliardini trusts overall

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

  1. Jushan Bai
  2. Eugene F. Fama
  3. Sydney C. Ludvigson
  4. A. Onatski
  5. James H. Stock
  6. Donald W. K. Andrews
  7. Serena Ng
  8. Iain M. Johnstone
  9. Gary Chamberlain
  10. Noureddine El Karoui

Who trusts Patrick Gagliardini overall

  1. Shihao Gu
  2. Bryan T. Kelly
  3. Marie-Claude Beaulieu
  4. D. Xiu
  5. Guanhao Feng
  6. Artūras Juodis

Papers from Patrick Gagliardini's perspective

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

  1. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  2. Determining the Number of Factors in Approximate Factor Models
  3. Inferential Theory for Factor Models of Large Dimensions
  4. Forecasting Using Principal Components From a Large Number of Predictors
  5. Determining the Number of Factors from Empirical Distribution of Eigenvalues (Review of Economics and Statistics)
  6. Common risk factors in the returns on stocks and bonds
  7. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  8. Determining the Number of Factors in the General Dynamic Factor Model
  9. On the distribution of the largest eigenvalue in principal components analysis
  10. The Cross‐Section of Expected Stock Returns

Their papers