Concepedia
Statistics
Publications
44
Citations
2.7K
H-Index
26
Active since
1987
Affiliations
University of Florence(Current)
New York University
University of Bologna
Universitat Pompeu Fabra
University of Messina
Giampiero M. Gallo is an author at University of Florence specializing in financial economics, economics, and business.
Publications per year
1987–2022
A multiple indicators model for volatility using intra-daily data
Robert F. Engle, Giampiero M. Gallo · Journal of Econometrics · 2005 · 511 citations
Business, Economics, Finance +14
Financial econometric analysis at ultra-high frequency: Data handling concerns
Christian T. Brownlees, Giampiero M. Gallo · Computational Statistics & Data Analysis · 2006 · 308 citations
Comparison of Volatility Measures: a Risk Management Perspective
Christian T. Brownlees, Giampiero M. Gallo · Journal of Financial Econometrics · 2009 · 193 citations
Business, Finance, Risk Management +17
Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach
Robert F. Engle, Giampiero M. Gallo, Margherita Velucchi · The Review of Economics and Statistics · 2010 · 125 citations · Full text
Business, Economics, Finance +17
Volatility spillovers, interdependence and comovements: A Markov Switching approach
Giampiero M. Gallo, Edoardo Otranto · Computational Statistics & Data Analysis · 2007 · 123 citations
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