Concepedia

Matteo Grigoletto

MG

Statistics

Publications

10

Citations

281

H-Index

10

Active since

1998

Affiliations

University of Padua(Current)

Ca' Foscari University of Venice

Matteo Grigoletto is an author at University of Padua specializing in time series analysis, finance, and business.

Publications per year

1998–2023

10

Publications

10

Bootstrap prediction intervals for autoregressions: some alternatives

Matteo Grigoletto · International Journal of Forecasting · 1998 · 69 citations

Computing, Mathematics, Forecasting +10

A hierarchical model for the analysis of spatial rainfall extremes

Carlo Gaetan, Matteo Grigoletto · Journal of Agricultural Biological and Environmental Statistics · 2007 · 45 citations

Natural Resources, Hydrology, Meteorology +14

Looking for skewness in financial time series

Matteo Grigoletto, Francesco Lisi · Econometrics Journal · 2009 · 41 citations · Full text

Business, Economics, Finance +11

Smoothing Sample Extremes with Dynamic Models

Carlo Gaetan, Matteo Grigoletto · Extremes · 2004 · 33 citations

Natural Sciences, Mathematics, Stochastic Processes +11

Practical implications of higher moments in risk management

Matteo Grigoletto, Francesco Lisi · Statistical Methods & Applications · 2011 · 19 citations

Business, Finance, Risk Management +15

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