Fabrizio Cipollini

Finance · 2006–2009

A researcher in the Science corpus: 2 papers; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Fabrizio Cipollini trusts overall

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

  1. Robert F. Engle
  2. Torben G. Andersen
  3. Tim Bollerslev
  4. Bent Jørgensen
  5. Lawrence R. Glosten
  6. Michael A. Benjamin
  7. Ole E. Barndorff-Nielsen
  8. Giampiero M. Gallo
  9. R. Chou
  10. N. Shephard

Who trusts Fabrizio Cipollini overall

  1. Drew D. Creal
  2. Giampiero M. Gallo
  3. Robert F. Engle

Papers from Fabrizio Cipollini's perspective

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

  1. Parameter Orthogonality and Bias Adjustment for Estimating Functions
  2. Generalized Autoregressive Moving Average Models
  3. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  4. Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model
  5. Generalized autoregressive conditional heteroskedasticity
  6. Maximum Likelihood Estimation for an Observation Driven Model for Poisson Counts
  7. Multivariate Dispersion Models Generated From Gaussian Copula
  8. Copulas for finance
  9. A Multiple Indicators Model for Volatility Using Intra-Daily Data
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers