Standout Papers

CAViaR 2004 2026 2011 2018 1.4k
  1. CAViaR (2004)
    Robert F. Engle, Simone Manganelli Journal of Business and Economic Statistics
  2. VAR for VaR: Measuring tail dependence using multivariate regression quantiles (2015)
    Halbert White, Tae‐Hwan Kim et al. Journal of Econometrics

Immediate Impact

6 by Nobel laureates 58 standout
Sub-graph 1 of 21

Citing Papers

Shedding light on the effects of climate and anthropogenic pressures on the disappearance of Fagus sylvatica in the Italian lowlands: evidence from archaeo-anthracology and spatial analyses
2023 Standout
Firm‐Level Climate Change Exposure
2023 Standout
2 intermediate papers

Works of Simone Manganelli being referenced

Covid-19 and rural landscape: The case of Italy
2020
Financial development, sectoral reallocation, and volatility: International evidence
2015

Author Peers

Author Last Decade Papers Cites
Simone Manganelli 2179 1066 1871 64 2.9k
John W. Galbraith 925 1649 2247 60 3.2k
Jesús Gonzalo 1608 1976 2422 50 3.2k
Michael Rockinger 2608 1085 2239 70 3.4k
Monica Billio 1697 666 1786 144 2.7k
Ray Yeutien Chou 3397 1274 3026 29 4.0k
Morten Ørregaard Nielsen 1421 915 1762 84 2.6k
Éric Jondeau 2506 1806 2618 108 3.9k
Sébastien Laurent 2273 1032 2199 101 3.0k
Ser‐Huang Poon 3567 1005 3097 95 4.3k
Robin L. Lumsdaine 2108 2205 2671 44 3.8k

All Works

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Rankless by CCL
2026