Concepedia

Gabriele Fiorentini

GF

23

Publications

1.3K

Citations

17

H-Index

1996

Active since

Affiliations

Centro de Estudios Monetarios y Financieros(Current)

University of Florence

University of Alicante

Centre for Economic Policy Research

Gabriele Fiorentini is an author at Centro de Estudios Monetarios y Financieros specializing in statistics, econometrics, and economics.

Top concepts

StatisticsBusinessEconomicsEconometricsFinanceEngineeringStatistical InferenceAsset PricingEconomic AnalysisMacroeconomics

Publications per year

1996–2022

23

Publications

23

Identification, estimation and testing of conditionally heteroskedastic factor models

Enrique Sentana, Gabriele Fiorentini · Journal of Econometrics · 2001 · 284 citations

Econometric Model, Heteroskedastic Factor Models, Economic Analysis +3

Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student<i>t</i>Innovations

Gabriele Fiorentini, Enrique Sentana, Giorgio Calzolari · Journal of Business and Economic Statistics · 2003 · 149 citations

Empirical Finance, Econometric Model, Economics +15

Analytic derivatives and the computation of GARCH estimates

Gabriele Fiorentini, Giorgio Calzolari, Lorenzo Panattoni · Journal of Applied Econometrics · 1996 · 130 citations

Garch Estimation, Parameter Estimation, Engineering +11

Likelihood-Based Estimation of Latent Generalized ARCH Structures

Gabriele Fiorentini, Enrique Sentana, Neil Shephard · Econometrica · 2004 · 96 citations

Constrained Indirect Estimation

Giorgio Calzolari, Gabriele Fiorentini, Enrique Sentana · The Review of Economic Studies · 2004 · 68 citations

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