Gabriele Fiorentini

1.6k citations
47 papers · 832 indexed · h-index 13
Topics
Financial Risk and Volatility Modeling (24 papers)Monetary Policy and Economic Impact (22 papers)Statistical Methods and Inference (10 papers)
Partner nations
SpainItalyUnited Kingdom

In The Last Decade

Gabriele Fiorentini

44 papers receiving 790 citations

Peers

Gabriele Fiorentini
Comparison fields: 5 of 60
  • Finance 548
  • Economics and Econometrics 535
  • General Economics, Econometrics and Finance 419
  • Statistics and Probability 151
  • Management Science and Operations Research 47
Replace Niels Haldrup with:
Niels Haldrup Denmark
Rodney W. Strachan Australia
Nikolay Gospodinov United States
Elena Andreou Cyprus
Giorgio Calzolari Italy
Yong Bao United States
Markus Haas Germany
John M. Maheu Canada
Michael J. Dueker United States
Zacharias Psaradakis United Kingdom
Gabriele Fiorentini relative to Niels Haldrup Denmark Niels Haldrup's profile →
Citations per field
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Niels Haldrup · 1×
Citations per year

Countries citing papers authored by Gabriele Fiorentini

Since Specialization
Citations

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

Fields of papers citing papers by Gabriele Fiorentini

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Gabriele Fiorentini

This figure shows the co-authorship network connecting the top 25 collaborators of Gabriele Fiorentini. A scholar is included among the top collaborators of Gabriele Fiorentini 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 Gabriele Fiorentini. Gabriele Fiorentini 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
#WorkIndexed citations
1 0
2 1
3 0
4 1
5
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions
3
6 3
7 1
8 41
9 3
10
Tests for Serial Dependence in Static, Non-Gaussian Factor Models
1
11 1
12 4
13 27
14
Indirect estimation of conditionally heteroskedastic factor models
3
15 5
16
The score of conditionally heteroskedastic dynamic regression models with student t innovations, an lm test for multivariate normality
3
17
La estimación diaria de la prima de riesgo de la volatilidad
0
18
Indirect Inference and Variance Reduction using Control Variates
2
19
Conditional Heteroskedasticity in Nonlinear Simultaneous Equations
1
20 6

About Gabriele Fiorentini

Gabriele Fiorentini is a scholar working on Finance, General Economics, Econometrics and Finance and Statistics and Probability, having authored 47 papers that have together received 832 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (24 papers), Monetary Policy and Economic Impact (22 papers) and Statistical Methods and Inference (10 papers). The work is most often cited by research in Finance (548 citations), General Economics, Econometrics and Finance (419 citations) and Economics and Econometrics (535 citations). Gabriele Fiorentini has collaborated with scholars based in Spain, Italy and United Kingdom. Frequent co-authors include Enrique Sentana, Giorgio Calzolari, Alessandro Galesi, Neil Shephard, Christophe Planas, Gonzalo Rubio, Ángel León, Alessandro Rossi, Gabriel Pérez‐Quirós and Agustı́n Maravall. Their work appears in journals such as Econometrica, Journal of Econometrics and The Review of Economic Studies.

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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