Giampiero M. Gallo
- Finance top 0.5%
- Economics and Econometrics top 0.5%
- General Economics, Econometrics and Finance top 1%
- Management Science and Operations Research top 5%
- Statistics and Probability top 2%
- Co-authors
- Robert F. EngleChristian T. BrownleesEdoardo OtrantoFabrizio CipolliniBarbara PaciniMargherita VelucchiGiovanni De LucaVincenzo Candila
- Topics
- Financial Risk and Volatility Modeling (46 papers)Market Dynamics and Volatility (34 papers)Complex Systems and Time Series Analysis (24 papers)
- Journals
- SHILAP Revista de lepidopterologíaThe Review of Economics and StatisticsJournal of Econometrics
- Partner nations
- ItalyUnited StatesSpain
In The Last Decade
Giampiero M. Gallo
66 papers receiving 1.6k citations
Peers
Comparison fields: 5 of 83
- Finance 1.4k
- Economics and Econometrics 1.3k
- General Economics, Econometrics and Finance 596
- Management Science and Operations Research 199
- Statistics and Probability 149
Countries citing papers authored by Giampiero M. Gallo
This map shows the geographic impact of Giampiero M. Gallo'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 Giampiero M. Gallo with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Giampiero M. Gallo more than expected).
Fields of papers citing papers by Giampiero M. Gallo
This network shows the impact of papers produced by Giampiero M. Gallo. 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 Giampiero M. Gallo. The network helps show where Giampiero M. Gallo may publish in the future.
Co-authorship network of co-authors of Giampiero M. Gallo
This figure shows the co-authorship network connecting the top 25 collaborators of Giampiero M. Gallo. A scholar is included among the top collaborators of Giampiero M. Gallo 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 Giampiero M. Gallo. Giampiero M. Gallo is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 4 | |
| 2 | 12 | |
| 3 | 5 | |
| 4 | 23 | |
| 5 | 37 | |
| 6 | 53 | |
| 7 | 10 | |
| 8 | 88 | |
| 9 | 19 | |
| 10 | On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria | 2 |
| 11 | 18 | |
| 12 | 31 | |
| 13 | Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach | 3 |
| 14 | 36 | |
| 15 | 26 | |
| 16 | 88 | |
| 17 | 4 | |
| 18 | 1 | |
| 19 | Regression Diagnostic Techniques to Detect Space-to-Time Ratios in STARMA Models | 1 |
| 20 | Forecast Error Decomposition in a Nonlinear Model with Provisional Data | 1 |
About Giampiero M. Gallo
Giampiero M. Gallo is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 68 papers that have together received 1.8k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (46 papers), Market Dynamics and Volatility (34 papers) and Complex Systems and Time Series Analysis (24 papers). The work is most often cited by research in Finance (1.4k citations), General Economics, Econometrics and Finance (596 citations) and Economics and Econometrics (1.3k citations). Giampiero M. Gallo has collaborated with scholars based in Italy, United States and Spain. Frequent co-authors include Robert F. Engle, Christian T. Brownlees, Edoardo Otranto, Fabrizio Cipollini, Barbara Pacini, Margherita Velucchi, Giovanni De Luca, Vincenzo Candila, Teodosio Pérez‐Amaral and Halbert White. Their work appears in journals such as SHILAP Revista de lepidopterología, The Review of Economics and Statistics and Journal of Econometrics.
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.