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Giuliano De Rossi · Study

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Giuliano De Rossi

6 works· latest 2021· 3 institutionscluster: provisionalORCID 0000-0002-8328-9457

h-index5

i105

Citations161

Works here6

03

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21

Most cited in this library

Machine Learning for Active Portfolio Management2021 · 37 citations
Maximum Likelihood Estimation of the Cox–Ingersoll–Ross Model Using Particle Filters2010 · 33 citations
Kalman filtering of consistent forward rate curves: a tool to estimate and model dynamically the term structure2003 · 32 citations
Risk analysis and acceptability criteria2007 · 29 citations
Time-Varying Quantiles2006 · 26 citations

Works

6 shown

Machine Learning for Active Portfolio Management

The Journal of Financial Data Science·2021·4 authors

37citations

Maximum Likelihood Estimation of the Cox–Ingersoll–Ross Model Using Particle Filters

Computational Economics·2010·1 author

33citations

Risk analysis and acceptability criteria

WIT transactions on the built environment·2007·3 authors·other·Open access

29citations

Time-Varying Quantiles

RePEc: Research Papers in Economics·2006·2 authors·preprint·Open access

26citations

La Sardegna. Articolazioni cronologiche e differenziazioni locali - La Metallurgia

·2004·16 authors

4citations

Kalman filtering of consistent forward rate curves: a tool to estimate and model dynamically the term structure

Journal of Empirical Finance·2003·1 author·Open access

32citations