Alessandro Palandri

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it; #10,168 of 10,518 by trust here, #9,027 by citations
• Economics and Econometrics — 12 citations into it; #22,573 of 23,481 by trust here, #20,730 by citations

Whom Alessandro Palandri trusts overall

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

1. Robert F. Engle
2. Lorenzo Cappiello
3. Carol Alexander
4. Tim Bollerslev
5. Kevin Sheppard
6. Andrew J. Patton
7. Daniel B. Nelson
8. R. Weide
9. Hiroyuki Kawakatsu
10. Y. Tse

Who trusts Alessandro Palandri overall

1. D. Almeida
2. Minjing Tao
3. Robert F. Engle

Papers from Alessandro Palandri's perspective

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

1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
2. Dynamic Conditional Correlation
3. Generalized autoregressive conditional heteroskedasticity
4. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
5. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
7. The stationary bootstrap
8. Empirical option pricing: a retrospection
9. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
10. A Primer on the Orthogonal GARCH Model

Their papers

• Sequential Conditional Correlations: Inference and Evaluation (2009) — 49 citations