SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Gabriele Fiorentini · Study

Home/Author

Gabriele Fiorentini

16 works· latest 2018· 3 institutionscluster: provisionalORCID 0000-0003-4059-546X

h-index16

i1016

Citations1,233

Works here16

96

98

01

02

03

04

07

08

15

18

Most cited in this library

Identification, estimation and testing of conditionally heteroskedastic factor models2001 · 276 citations
Analytic derivatives and the computation of GARCH estimates1996 · 153 citations
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With StudenttInnovations2003 · 145 citations
Likelihood-Based Estimation of Latent Generalized ARCH Structures2004 · 94 citations
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models1998 · 71 citations

Works

16 shown

Dynamic specification tests for dynamic factor models

Journal of Applied Econometrics·2018·2 authors·Open access

32citations

The Rise and Fall of the Natural Interest Rate

SSRN Electronic Journal·2018·4 authors·preprint·Open access

69citations

The Rise and Fall of the Natural Interest Rate

SSRN Electronic Journal·2018·4 authors·preprint·Open access

31citations

Tests for serial dependence in static, non-Gaussian factor models

·2015·2 authors·chapter·Open access

31citations

Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation

SSRN Electronic Journal·2015·3 authors·preprint·Open access

46citations

Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks

Journal of Econometrics·2008·3 authors·Open access

61citations

Bayesian Analysis of the Output Gap

Journal of Business and Economic Statistics·2007·2 authors

35citations

On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models

RePEc: Research Papers in Economics·2007·2 authors·preprint

33citations

Constrained Indirect Estimation

The Review of Economic Studies·2004·3 authors

67citations

Likelihood-Based Estimation of Latent Generalized ARCH Structures

Econometrica·2004·3 authors

94citations

On the validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models

Economics Letters·2004·3 authors

33citations

Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With StudenttInnovations

Journal of Business and Economic Statistics·2003·3 authors

145citations

Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market

Journal of Empirical Finance·2002·3 authors

56citations

Identification, estimation and testing of conditionally heteroskedastic factor models

Journal of Econometrics·2001·2 authors

276citations

Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models

SSRN Electronic Journal·1998·2 authors·preprint·Open access

71citations

Analytic derivatives and the computation of GARCH estimates

Journal of Applied Econometrics·1996·3 authors

153citations