EconBase
← All authors

Andrea Bucci

University of Macerata (from arXiv:2606.08141, 2026) · ORCID · OpenAlex

16 papers in scope · 13 published · 4 on the econ.EM arXiv · 243 citations · h-index 6 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Yannis Bilias
  2. Igor Kheifets
  3. Pentti Saikkonen
  4. Anil K. Bera
  5. Mika Meitz
  6. Stevenson Bolívar
  7. Sam Wycherley
  8. James A. Duffy
  9. Savi Virolainen
  10. Rong Chen
  11. Yuefeng Han
  12. Sophocles Mavroeidis
  13. Daniel Preve
  14. Philipp Otto
  15. Süleyman Taşpınar
  16. Osman Doğan
  17. Cun-Hui Zhang
  18. Xiyu Jiao
  19. Anna Bykhovskaya
  20. Dan Yang

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

(4 of 16)

A Structural Matrix Autoregressive Model for the Joint Dynamics of Volume, Volatility, and Returns
working paper2026 · arXiv
with Giulio Palomba, Eduardo Rossi
Paper profile arXiv arXiv:2606.08141
Geometric Deep Learning for Realized Covariance Matrix Forecasting
working paper2024 · arXiv
with Michele Palma, Chao Zhang
Paper profile arXiv arXiv:2412.09517
A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models
working paper2024 · arXiv
Paper profile arXiv arXiv:2406.02152
A Smooth Transition Autoregressive Model for Matrix-Variate Time Series
published2024 · Computational Economics · 2 citations · first circulated 2022
Paper profile Computational Economics arXiv:2212.08615
Analyzing the 20-year declining trend of hospital length-of-stay in European countries with different healthcare systems and reimbursement models
published2024 · International Journal of Health Economics and Management · 16 citations
with Davide Golinelli, Francesco Sanmarchi, F Toscano, Nicola Nante
International Journal of Health Economics and Management
Correcting spot power variation estimator via Edgeworth expansion
published2023 · Metrika
with Lidan He, Qiang Liu, Zhi Liu
Metrika
The role of uncertainty in forecasting volatility comovements across stock markets
published2023 · Economic Modelling · 5 citations
with Giulio Palomba, Eduardo Rossi
Economic Modelling
Building optimal regime-switching portfolios
published2022 · The North American Journal of Economics and Finance · 6 citations
with Vito Ciciretti
The North American Journal of Economics and Finance
Comparing unconstrained parametrization methods for return covariance matrix prediction
published2022 · Statistics and Computing · 3 citations
with Luigi Ippoliti, Pasquale Valentini
Statistics and Computing
starvars: An R Package for Analysing Nonlinearities in Multivariate Time Series
published2022 · The R Journal · 3 citations
with Giulio Palomba, Eduardo Rossi
The R Journal
Market regime detection via realized covariances
published2022 · Economic Modelling · 9 citations · first circulated 2021
with Vito Ciciretti
Economic Modelling
Clustering spatio-temporal series of confirmed COVID-19 deaths in Europe
published2021 · Spatial Statistics · 13 citations
with Luigi Ippoliti, Pasquale Valentini, Sara Fontanella
Spatial Statistics
Cholesky–ANN models for predicting multivariate realized volatility
published2020 · Journal of Forecasting · 30 citations · first circulated 2019
Journal of Forecasting
Combining dimensionality reduction methods with neural networks for realized volatility forecasting
published2020 · Journal of Financial Econometrics · 145 citations · first circulated 2019
with Lidan He, Zhi Liu
Journal of Financial Econometrics
Segmented Bayesian calibration approach for estimating age in forensic science
published2019 · Biometrical Journal · 10 citations
with Edlira Skrami, Andrea Faragalli, Rosaria Gesuita, Roberto Cameriere, Flavia Carle, Luigi Ferrante
Biometrical Journal
Transferring Health Big Data between public and private companies within the European Legal Framework
published2018 · European Journal of Public Health · 1 citations
with Davide Golinelli, F Toscano, Gherardo Carullo, Gabriele Messina, MP Fantini
European Journal of Public Health

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.