Concepedia

Giorgio Calzolari

GC

25

Publications

855

Citations

15

H-Index

1976

Active since

Affiliations

University of Florence(Current)

Centro de Estudios Monetarios y Financieros

University of Verona

University of Konstanz

University of Pisa

Giorgio Calzolari is an author at University of Florence specializing in statistics, econometrics, and business.

Top concepts

StatisticsEconometricsBusinessStatistical InferenceFinanceEconomicsEngineeringEconomic AnalysisEstimation TheoryAsset Pricing

Publications per year

1976–2019

25

Publications

25

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

Constrained Indirect Estimation

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

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

Enrique Sentana, Giorgio Calzolari, Gabriele Fiorentini · Journal of Econometrics · 2008 · 62 citations · Full text

Empirical Finance, Indirect Estimation, Economics +13

A Note on the Variance of Ex-Post Forecasts in Econometric Models

Giorgio Calzolari · Econometrica · 1981 · 49 citations

Forecasting Methodology, Parameter Estimation, Engineering +19

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