← All authors Fabrizio Cipollini University of Florence (per OpenAlex) · ORCID · OpenAlex
18 papers in scope · 17 published · 1 on the econ.EM arXiv · 324 citations · h-index 9 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Silvia Noirjean Tanique Schaffe-Odeleye Vishesh Karwa Kōsaku Takanashi Edoardo M. Airoldi Chengchun Shi Ke Sun Linglong Kong Hongtu Zhu Fabrizia Mealli Marco Giovanni Mariani Alessandra Mattei Kenichiro McAlinn Sarah Abraham Guido W. Imbens Jacob Carlson Brantly Callaway Fiammetta Menchetti Pedro H. C. Sant’Anna Liyang Sun Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 18)
Time Series Models for Cultural Heritage Preservation: The Case of the Brunelleschi’s Dome
published 2025 · Technometrics
Revealing the structural behaviour of Brunelleschi’s Dome with machine learning techniques
published 2024 · Data Mining and Knowledge Discovery · 13 citations
with Stefano Masini, Silvia Bacci, Bruno Bertaccini
Asset encumbrance in banks: Is systemic risk affected?
published 2023 · Research in International Business and Finance · 4 citations
with Federica Ielasi, Francesca Querci
Combining counterfactual outcomes and ARIMA models for policy evaluation
published 2022 · Econometrics Journal · 23 citations
Multiplicative Error Models: 20 years on
published 2022 · Econometrics and Statistics · 13 citations · first circulated 2021
working paper 2021 · arXiv · 3 citations
A dynamic conditional approach to forecasting portfolio weights
published 2021 · International Journal of Forecasting · 6 citations · first circulated 2020
The beauty contest between systemic and systematic risk measures: Assessing the empirical performance
published 2020 · Journal of Empirical Finance · 7 citations
Realized volatility forecasting: Robustness to measurement errors
published 2020 · International Journal of Forecasting · 46 citations · first circulated 2019
Realized Variance Modeling: Decoupling Forecasting from Estimation*
published 2020 · Journal of Financial Econometrics · 8 citations
Doubly Multiplicative Error Models with Long– and Short–run Components
published 2020 · Socio-Economic Planning Sciences · 1 citations
The Evolution of Firm Size During the Golden Age in Italy: Evidence from the Core
published 2019 · Rivista di storia economica
with Daniela Bragoli, Camilla Ferretti, Piero Ganugi, Renato Giannetti
Modeling Euro STOXX 50 volatility with common and market-specific components
published 2018 · Econometrics and Statistics · 9 citations
Financial Companies’ Failures: Early Warning Information from Systematic and Systemic Risk Measures
published 2018 · Quarterly Journal of Finance · 1 citations
Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity
published 2017 · Econometrics · 15 citations
SEMIPARAMETRIC VECTOR MEM
published 2012 · Journal of Applied Econometrics · 58 citations · first circulated 2008
Intra-daily Volume Modeling and Prediction for Algorithmic Trading
published 2010 · Journal of Financial Econometrics · 94 citations
Automated variable selection in vector multiplicative error models
published 2009 · Computational Statistics & Data Analysis · 23 citations · first circulated 2008
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