Davide Pirino

1.2k total citations · 1 hit paper
30 papers, 767 citations indexed

About

Davide Pirino is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Davide Pirino has authored 30 papers receiving a total of 767 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 20 papers in Economics and Econometrics and 3 papers in General Economics, Econometrics and Finance. Recurrent topics in Davide Pirino's work include Financial Markets and Investment Strategies (15 papers), Complex Systems and Time Series Analysis (10 papers) and Financial Risk and Volatility Modeling (8 papers). Davide Pirino is often cited by papers focused on Financial Markets and Investment Strategies (15 papers), Complex Systems and Time Series Analysis (10 papers) and Financial Risk and Volatility Modeling (8 papers). Davide Pirino collaborates with scholars based in Italy, United States and United Kingdom. Davide Pirino's co-authors include Roberto Renò, Fulvio Corsi, Fabrizio Lillo, Federico M. Bandi, Giulio Bottazzi, Paolo Allegrini, Leone Fronzoni, Federico Tamagni, Giuseppe Buccheri and Antonio Roma and has published in prestigious journals such as Econometrica, Management Science and Ecological Economics.

In The Last Decade

Davide Pirino

28 papers receiving 743 citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Threshold bipower variation and the impact of jumps on volatility forecasting

2010 396 citations Fulvio Corsi, Davide Pirino et al. Cineca Institutional Research Information System (Tor Vergata University) profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Davide Pirino Italy	11	574	570	130	73	29	30	767
Jouchi Nakajima Japan	15	663 1.2×	530 0.9×	350 2.7×	143 2.0×	11 0.4×	37	1.1k
Catherine Kyrtsou Greece	15	709 1.2×	206 0.4×	211 1.6×	85 1.2×	133 4.6×	36	861
Richard Bookstaber United States	19	432 0.8×	559 1.0×	109 0.8×	97 1.3×	16 0.6×	45	812
Rachel Campbell Netherlands	6	355 0.6×	481 0.8×	91 0.7×	124 1.7×	6 0.2×	11	636
Ahmed BenSaïda Tunisia	17	896 1.6×	521 0.9×	171 1.3×	73 1.0×	76 2.6×	33	983
Sophia Zhengzi Li United States	9	364 0.6×	477 0.8×	84 0.6×	105 1.4×	5 0.2×	21	628
Leonidas Sandoval Brazil	8	452 0.8×	183 0.3×	33 0.3×	79 1.1×	163 5.6×	10	527
Paolo Guasoni United States	15	568 1.0×	842 1.5×	53 0.4×	168 2.3×	15 0.5×	82	964
Giuseppe Orlando Italy	14	232 0.4×	195 0.3×	53 0.4×	46 0.6×	34 1.2×	65	419
Daniel Felix Ahelegbey Italy	12	354 0.6×	232 0.4×	41 0.3×	57 0.8×	25 0.9×	43	517

Countries citing papers authored by Davide Pirino

Since Specialization

Citations

This map shows the geographic impact of Davide Pirino's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Davide Pirino with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Davide Pirino more than expected).

Fields of papers citing papers by Davide Pirino

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Davide Pirino. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Davide Pirino. The network helps show where Davide Pirino may publish in the future.

Co-authorship network of co-authors of Davide Pirino

This figure shows the co-authorship network connecting the top 25 collaborators of Davide Pirino. A scholar is included among the top collaborators of Davide Pirino based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Davide Pirino. Davide Pirino is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Bandi, Federico M., et al.. (2023). Discontinuous Trading in Continuous-Time Econometrics. SSRN Electronic Journal. 3 indexed citations

2.

Pirino, Davide, et al.. (2022). Testing for Endogeneity of Irregular Sampling Schemes. SSRN Electronic Journal. 1 indexed citations

3.

Pirino, Davide, et al.. (2022). Testing liquidity: A statistical theory based on asset staleness. Econometrics and Statistics. 35. 23–40. 1 indexed citations

4.

Buccheri, Giuseppe, et al.. (2020). Managing liquidity with portfolio staleness. Decisions in Economics and Finance. 44(1). 215–239. 4 indexed citations

5.

Pirino, Davide, et al.. (2020). Statistical inferences for price staleness. Journal of Econometrics. 218(1). 32–81. 12 indexed citations

6.

Bandi, Federico M., et al.. (2019). Zeros. SSRN Electronic Journal. 1 indexed citations

7.

Pirino, Davide, et al.. (2019). A SHARP model of bid–ask spread forecasts. International Journal of Forecasting. 35(4). 1211–1225. 2 indexed citations

8.

Lillo, Fabrizio, et al.. (2018). Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. Cineca Institutional Research Information System (Tor Vergata University). 29 indexed citations

9.

Bandi, Federico M., Davide Pirino, & Roberto Renò. (2018). Systematic Staleness. SSRN Electronic Journal. 4 indexed citations

10.

Buccheri, Giuseppe, et al.. (2018). A Closed-Formula Characterization of the Epps Effect. SSRN Electronic Journal. 1 indexed citations

11.

Bottazzi, Giulio, Davide Pirino, & Federico Tamagni. (2015). Zipf law and the firm size distribution: a critical discussion of popular estimators. Journal of Evolutionary Economics. 25(3). 585–610. 19 indexed citations

12.

Corsi, Fulvio, Fabrizio Lillo, & Davide Pirino. (2015). Measuring Flight-to-Quality with Granger-Causality Tail Risk Networks. SSRN Electronic Journal. 5 indexed citations

13.

Lillo, Fabrizio & Davide Pirino. (2014). The Impact of Systemic and Illiquidity Risk on Financing with Risky Collateral.. SSRN Electronic Journal. 1 indexed citations

14.

Lillo, Fabrizio & Davide Pirino. (2014). The impact of systemic and illiquidity risk on financing with risky collateral. Journal of Economic Dynamics and Control. 50. 180–202. 10 indexed citations

15.

Pirino, Davide, Jacopo Rigosa, Alice Ledda, & Luca Ferretti. (2012). Detecting correlations among functional-sequence motifs. Physical Review E. 85(6). 66124–66124.

16.

Corsi, Fulvio, Davide Pirino, & Roberto Renò. (2010). Threshold bipower variation and the impact of jumps on volatility forecasting. Cineca Institutional Research Information System (Tor Vergata University). 396 indexed citations breakdown →

17.

Bottazzi, Giulio & Davide Pirino. (2010). Measuring Industry Relatedness and Corporate Coherence. SSRN Electronic Journal. 13 indexed citations

18.

Allegrini, Paolo, Leone Fronzoni, & Davide Pirino. (2009). The influence of the astrocyte field on neuronal dynamics and synchronization. Journal of Biological Physics. 35(4). 413–423. 30 indexed citations

19.

Roma, Antonio & Davide Pirino. (2009). The extraction of natural resources: The role of thermodynamic efficiency. Ecological Economics. 68(10). 2594–2606. 7 indexed citations

20.

Pirino, Davide. (2008). Jump detection and long range dependence. Physica A Statistical Mechanics and its Applications. 388(7). 1150–1156. 10 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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