Simone Manganelli

Economics and Econometrics · 2001–2019

A researcher in the Science corpus: 14 papers; trusts 22 researchers and is trusted by 27 researchers here, as inferred from the citation graph.

Subfields

Whom Simone Manganelli trusts overall

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

  1. Raghuram G. Rajan
  2. Halbert White
  3. Enno Mammen
  4. A. Chesher
  5. Helmut Ltkepohl
  6. Roger W. Koenker
  7. Roman Liesenfeld
  8. J. Poterba
  9. Bert Scholtens
  10. C. Borio

Who trusts Simone Manganelli overall

  1. Maria Pacurar
  2. Robert F. Engle
  3. James W. Taylor
  4. M. Rambaldi
  5. Giampiero M. Gallo
  6. Emmanuel Bacry
  7. Rocco R. Huang
  8. K. F. Chan
  9. Richard Gerlach
  10. Fabrizio Lillo

Papers from Simone Manganelli's perspective

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

  1. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  2. Identification in Nonseparable Models
  3. Has Financial Development Made the World Riskier? 1
  4. Working Paper # 0001 January 5 , 2012 A Survey of Systemic Risk Analytics
  5. The Effects of Birth Inputs on Birthweight
  6. Comparing financial systems.
  7. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  8. Robust penalized quantile regression estimation for panel data
  9. Bank Governance, Regulation, and Risk Taking
  10. On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index

Their papers