Concepedia

Gianni Amisano

GA

21

Publications

2.1K

Citations

18

H-Index

1999

Active since

Affiliations

University of Brescia(Current)

European Central Bank

University of Technology Sydney

Federal Reserve Board of Governors

Federal Reserve

Gianni Amisano is an author at University of Brescia specializing in business, economics, and econometrics.

Top concepts

BusinessFinanceEconomicsStatisticsEconometricsForecastingMacroeconomicsEngineeringPredictive AnalyticsEconomic Analysis

Publications per year

1999–2017

21

Publications

21

Comparing Density Forecasts via Weighted Likelihood Ratio Tests

Gianni Amisano, Raffaella Giacomini · Journal of Business and Economic Statistics · 2007 · 543 citations

Forecasting Methodology, Engineering, Markov-switching Phillips Curve +16

Optimal prediction pools

John Geweke, Gianni Amisano · Journal of Econometrics · 2011 · 361 citations

Probabilistic Forecasting, Engineering, Machine Learning +7

Comparing and evaluating Bayesian predictive distributions of asset returns

John Geweke, Gianni Amisano · International Journal of Forecasting · 2010 · 354 citations

Asset Pricing, Business, Asset Allocation +3

Hierarchical Markov normal mixture models with applications to financial asset returns

John Geweke, Gianni Amisano · Journal of Applied Econometrics · 2010 · 144 citations

Volatility Modeling, Engineering, Volume Prediction +18

Comparing and Evaluating Bayesian Predictive Distributions of Asset Returns

John Geweke, Gianni Amisano · SSRN Electronic Journal · 2008 · 94 citations · Full text

Asset Pricing, Business, Asset Allocation +3

Rows per page

1–5 of 21