Emanuele Taufer

460 total citations
40 papers, 277 citations indexed

About

Emanuele Taufer is a scholar working on Finance, Statistics and Probability and Economics and Econometrics. According to data from OpenAlex, Emanuele Taufer has authored 40 papers receiving a total of 277 indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in Finance, 16 papers in Statistics and Probability and 14 papers in Economics and Econometrics. Recurrent topics in Emanuele Taufer's work include Financial Risk and Volatility Modeling (17 papers), Stochastic processes and financial applications (12 papers) and Complex Systems and Time Series Analysis (10 papers). Emanuele Taufer is often cited by papers focused on Financial Risk and Volatility Modeling (17 papers), Stochastic processes and financial applications (12 papers) and Complex Systems and Time Series Analysis (10 papers). Emanuele Taufer collaborates with scholars based in Italy, United Kingdom and United States. Emanuele Taufer's co-authors include Nikolai Leonenko, S. Rao Jammalamadaka, Caterina Pesci, Michele Andreaus, Ericka Costa, György Terdik, Simos G. Meintanis, Aldo Tagliani, Maria Michela Dickson and Giuseppe Espa and has published in prestigious journals such as SHILAP Revista de lepidopterología, Physica A Statistical Mechanics and its Applications and Accounting Auditing & Accountability Journal.

In The Last Decade

Emanuele Taufer

38 papers receiving 272 citations

Peers

Emanuele Taufer
Demián Pouzo United States
Anna Mikusheva United States
Taisuke Otsu United Kingdom
Timothy Christensen United States
Xiaohong Chen United States
Liang Hong United States
Demián Pouzo United States
Emanuele Taufer
Citations per year, relative to Emanuele Taufer Emanuele Taufer (= 1×) peers Demián Pouzo

Countries citing papers authored by Emanuele Taufer

Since Specialization
Citations

This map shows the geographic impact of Emanuele Taufer'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 Emanuele Taufer with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Emanuele Taufer more than expected).

Fields of papers citing papers by Emanuele Taufer

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Emanuele Taufer. 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 Emanuele Taufer. The network helps show where Emanuele Taufer may publish in the future.

Co-authorship network of co-authors of Emanuele Taufer

This figure shows the co-authorship network connecting the top 25 collaborators of Emanuele Taufer. A scholar is included among the top collaborators of Emanuele Taufer 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 Emanuele Taufer. Emanuele Taufer is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Paterlini, Sandra, et al.. (2025). Chasing ESG performance: How methodologies shape outcomes. International Review of Financial Analysis. 104. 104239–104239. 3 indexed citations
2.
Terdik, György, et al.. (2023). Generalized precision matrices to capture financial dependence. SSRN Electronic Journal.
3.
Paterlini, Sandra, et al.. (2022). New estimation approaches for graphical models with elastic net penalty. Econometrics and Statistics. 33. 258–281. 3 indexed citations
4.
Costa, Ericka, Caterina Pesci, Michele Andreaus, & Emanuele Taufer. (2022). When a sector-specific standard for non-financial reporting is not enough: evidence from microfinance institutions in Italy. Sustainability Accounting Management and Policy Journal. 13(6). 1334–1360. 10 indexed citations
5.
Milies, César Polcino, et al.. (2021). Left ideals of matrix rings and error-correcting codes. Applicable Algebra in Engineering Communication and Computing. 32(3). 311–320. 1 indexed citations
6.
Jammalamadaka, S. Rao, Emanuele Taufer, & György Terdik. (2021). Cumulants of Multivariate Symmetric and Skew Symmetric Distributions. Symmetry. 13(8). 1383–1383. 1 indexed citations
7.
Taufer, Emanuele, et al.. (2021). Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves. Journal of nonparametric statistics. 33(3-4). 464–481. 1 indexed citations
8.
Taufer, Emanuele, et al.. (2018). Semi-parametric regression estimation of the tail index. Electronic Journal of Statistics. 12(1). 4 indexed citations
9.
Meintanis, Simos G., et al.. (2015). Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function. Journal of Multivariate Analysis. 140. 171–192. 19 indexed citations
10.
Taufer, Emanuele. (2015). On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications. Statistics & Probability Letters. 106. 262–271. 1 indexed citations
11.
Leonenko, Nikolai, et al.. (2012). Multifractal models via products of geometric OU-processes: Review and applications. Physica A Statistical Mechanics and its Applications. 392(1). 7–16. 6 indexed citations
12.
Meintanis, Simos G. & Emanuele Taufer. (2011). Inference procedures for stable-Paretian stochastic volatility models. Mathematical and Computer Modelling. 55(3-4). 1199–1212. 5 indexed citations
13.
Taufer, Emanuele, Nikolai Leonenko, & Marco Bee. (2011). Characteristic function estimation of Ornstein–Uhlenbeck-based stochastic volatility models. Computational Statistics & Data Analysis. 55(8). 2525–2539. 11 indexed citations
14.
Anh, Vo, Nikolai Leonenko, Narn-Rueih Shieh, & Emanuele Taufer. (2010). Simulation of multifractal products of Ornstein–Uhlenbeck type processes. Nonlinearity. 23(4). 823–843. 5 indexed citations
15.
Taufer, Emanuele. (2009). Wilcoxon-Signed Rank Test for Long Memory Sequences. Communication in Statistics- Theory and Methods. 38(16-17). 3240–3248. 2 indexed citations
16.
Jammalamadaka, S. Rao & Emanuele Taufer. (2006). Use of mean residual life in testing departures from exponentiality. Journal of nonparametric statistics. 18(3). 277–292. 10 indexed citations
17.
Jammalamadaka, S. Rao & Emanuele Taufer. (2003). Testing exponentiality by comparing the empirical distribution function of the normalized spacings with that of the original data. Journal of nonparametric statistics. 15(6). 719–729. 13 indexed citations
18.
Leonenko, Nikolai, Lyudmyla Sakhno, & Emanuele Taufer. (2002). Product-limit estimator for long- and short-range dependent sequences under gamma type subordination. Random Operators and Stochastic Equations. 10(4). 301–320. 1 indexed citations
19.
Taufer, Emanuele. (2002). ON ENTROPY BASED TESTS FOR EXPONENTIALITY. Communications in Statistics - Simulation and Computation. 31(2). 189–200. 10 indexed citations
20.
Leonenko, Nikolai & Emanuele Taufer. (2001). Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors. METRON. 54–71. 3 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.

Explore authors with similar magnitude of impact

Rankless by CCL
2026