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Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
11
Impact Factor (IF)
0.19
5 Years IF
0.06
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1999 0 0.4 0 0 1 1 4 0 0 0 0 0 0.26
2001 1 0.48 0.17 1 5 6 31 1 1 1 1 1 1 0 0 0.27
2002 0.2 0.55 0.17 0.17 6 12 9 2 3 5 1 6 1 2 100 1 0.17 0.31
2003 0.18 0.52 0.21 0.17 2 14 39 3 6 11 2 12 2 0 1 0.5 0.3
2004 0.5 0.59 0.5 0.36 4 18 10 9 15 8 4 14 5 3 33.3 4 1 0.36
2005 1 0.61 0.43 0.47 3 21 7 9 24 6 6 17 8 1 11.1 0 0.35
2006 0.14 0.58 0.41 0.35 6 27 145 11 35 7 1 20 7 3 27.3 3 0.5 0.33
2007 0.33 0.51 0.26 0.29 7 34 23 8 44 9 3 21 6 4 50 1 0.14 0.29
2008 0.38 0.58 0.33 0.32 2 36 17 12 56 13 5 22 7 3 25 0 0.29
2009 0.44 0.58 0.62 0.5 3 39 28 24 80 9 4 22 11 2 8.3 0 0.33
2010 1 0.53 0.4 0.57 3 42 7 17 97 5 5 21 12 3 17.6 0 0.3
2011 0.5 0.61 0.58 0.62 1 43 29 25 122 6 3 21 13 5 20 2 2 0.37
2012 1.25 0.67 0.78 1.06 2 45 4 34 157 4 5 16 17 3 8.8 1 0.5 0.36
2014 1.5 0.67 0.54 0.78 11 56 38 30 210 2 3 9 7 9 30 2 0.18 0.34
2015 0.55 0.65 0.42 0.53 6 62 0 26 236 11 6 17 9 0 0 0.36
2016 0.18 0.63 0.4 0.4 8 70 1 28 264 17 3 20 8 3 10.7 1 0.13 0.34
2017 0 0.61 0.23 0.3 5 75 9 17 281 14 27 8 2 11.8 0 0.34
2018 0.15 0.6 0.35 0.17 5 80 7 20 309 13 2 30 5 2 10 1 0.2 0.34
2019 0.9 0.61 0.32 0.31 13 93 23 30 339 10 9 35 11 9 30 2 0.15 0.35
2020 0.17 0.69 0.22 0.11 10 103 24 23 362 18 3 37 4 5 21.7 5 0.5 0.73
2021 0.78 0.9 0.55 0.49 16 119 13 66 428 23 18 41 20 15 22.7 10 0.63 0.37
2022 0.27 0.66 0.17 0.18 7 126 2 21 449 26 7 49 9 1 4.8 0 0.21
2023 0.13 0.49 0.1 0.06 8 134 0 14 463 23 3 51 3 1 7.1 1 0.13 0.16
2024 0.07 0.52 0.08 0.06 8 142 2 12 475 15 1 54 3 0 0 0.2
2025 0.19 0.13 0.06 11 153 0 20 495 16 3 49 3 0 0
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12006Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_03.

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95
22006Vector Multiplicative Error Models: Representation and Inference. (2006). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_15.

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34
32014Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures. (2014). Gallo, Giampiero ; Brownlees, Christian ; Barigozzi, Matteo ; Veredas, David. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_02.

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32
42011Multiplicative Error Models. (2011). Gallo, Giampiero ; Cipollini, Fabrizio ; Brownlees, Christian. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2011_03.

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30
52007A Model for Multivariate Non-negative Valued Processes in Financial Econometrics. (2007). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2007_16.

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22
62001Modelling the Impact of Overnight Surprises on Intra-daily Volatility. (2001). Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2001_02.

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20
72003A Multiple Indicators Model For Volatility Using Intra-Daily Data.. (2003). Gallo, Giampiero ; Engle, Robert. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2003_07.

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20
82003A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA).. (2003). Pérez-Amaral, Teodosio ; Gallo, Giampiero ; Perez-Amaral, Teodosio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2003_04.

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20
92009Intra-daily Volume Modeling and Prediction for Algorithmic Trading. (2009). Gallo, Giampiero ; Cipollini, Fabrizio ; Brownlees, Christian. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2009_01.

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18
102020Economic Uncertainty and Fertility in Europe: Narratives of the Future. (2020). Vignoli, Daniele ; Guetto, Raffaele ; Bazzani, Giacomo ; Pirani, Elena ; Minello, Alessandra. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2020_01.

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18
112009Semiparametric vector MEM. (2009). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2009_03.

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13
122001Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns. (2001). Hong, Yongmiao ; Gallo, Giampiero ; Lee, Tae-Why. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2001_03.

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11
132019New testing approaches for mean-variance predictability. (2019). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2019_01.

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10
142008A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets. (2008). Velucchi, Margherita ; Gallo, Giampiero ; Engle, Robert. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2008_09.

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10
152017Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity. (2017). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2017_02.

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9
162001A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models. (2001). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2001_04.

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8
172008Comparison of Volatility Measures: a Risk Management Perspective. (2008). Gallo, Giampiero ; Brownlees, Christian. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2008_03.

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8
182019Employment Uncertainty and Fertility: A Network Meta-Analysis of European Research Findings. (2019). Vignoli, Daniele ; Matysiak, Anna ; Alderotti, Giammarco ; Baccini, Michela. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2019_06.

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7
192010Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets. (2010). Veredas, David ; Gallo, Giampiero ; Brownlees, Christian ; Barigozzi, Matteo. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2010_06.

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7
202020Narratives of the future shape fertility in uncertain times. Evidence from the COVID-19 pandemic.. (2020). Guetto, Raffaele ; Bazzani, Giacomo ; Vignoli, Daniele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2020_11.

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7
212006Exchange Market Pressure: Some Caveats In Empirical Applications. (2006). Ricchiuti, Giorgio ; Gallo, Giampiero ; Bertoli, Simone. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_17.

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7
222005Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models. (2005). Gallo, Giampiero ; De Luca, Giovanni. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2005_11.

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6
232006Indirect estimation of alpha-stable stochastic volatility models. (2006). Lombardi, Marco ; Calzolari, Giorgio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_07.

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6
242002Analytic Hessian Matrices and the Computation of FIGARCH Estimates. (2002). Lombardi, Marco ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2002_03.

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6
252006Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model. (2006). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_04.

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6
26On-line Bayesian estimation of AR signals in symmetric alpha-stable noise.. (2004). Lombardi, Marco ; Godsill, Simon J.. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2004_05.

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5
27Indirect Estimation of Just-Identified Models with Control Variates. (1999). Fiorentini, Gabriele ; Di Iorio, Francesca ; Calzolari, Giorgio. In: Econometrics Working Papers Archive. RePEc:fir:econom:quaderno46.

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5
282021Aggregate Output Measurements: a Common Trend Approach. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Almuzara, Martin. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_03.

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4
292014Forecasting Realized Volatility with Changes of Regimes. (2014). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_03.

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4
302019Catching up! The sexual opinions and behaviour of Italian students (2000-2017). (2019). Vignoli, Daniele ; Caltabiano, Marcantonio ; Dallazuanna, Gianpiero ; Minello, Alessandra. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2019_02.

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4
312021Risk aversion and fertility. Evidence from a lottery question in Italy. (2021). arpino, bruno ; Bellani, Daniela. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_02.

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4
322018Consistent non-Gaussian pseudo maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_01.

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4
332012Realized Volatility and Change of Regimes. (2012). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2012_02.

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3
342004Indirect estimation of alpha-stable distributions and processes.. (2004). Lombardi, Marco ; Calzolari, Giorgio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2004_07.

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3
352006Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models. (2006). Gallo, Giampiero ; De Luca, Giovanni. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_12.

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3
362002GARCH-based Volatility Forecasts for Market Volatility Indices. (2002). Lombardi, Marco ; Gallo, Giampiero ; Cecconi, Massimiliano. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2002_06.

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3
372024Partners’ Health and Silver Splits in Europe: A Gendered Pattern?. (2024). Alderotti, Giammarco ; Vignoli, Daniele ; Tomassini, Cecilia. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2024_07.

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3
382018Is the Impact of Employment Uncertainty on Fertility Intentions Channeled by Subjective Well-Being?. (2018). Vignoli, Daniele ; Mencarini, Letizia ; Alderotti, Giammarco. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_04.

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3
392004Bayesian inference for alpha-stable distributions: a random walk MCMC approach.. (2004). Lombardi, Marco. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2004_11.

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2
402021Instability of Employment Careers and Union Dissolution. A Complex Micro-level Relation. (2021). Bastianelli, Elena ; Vignoli, Daniele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_04.

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2
412014Are spouses more satisfied than cohabitors? A survey over the last twenty years in Italy. (2014). Vignoli, Daniele ; Pirani, Elena. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_09.

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2
422001Alternative Simulation-Based Estimators of Logit Models with Random Effects. (2001). Rampichini, Carla ; Mealli, Fabrizia ; Calzolari, Giorgio. In: Econometrics Working Papers Archive. RePEc:fir:econom:quaderno48.

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2
432019Employment Uncertainty and Fertility Intentions: Stability or Resilience?. (2019). Vignoli, Daniele ; Mencarini, Letizia ; Mattioli, Francesco ; Gatta, Arianna. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2019_12.

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2
442021Economic Uncertainty and Fertility Intentions: The Causal Effect of Narratives of the Future. (2021). Rapallini, Chiara ; Bazzani, Giacomo ; Vignoli, Daniele ; Matera, Camilla ; Minello, Alessandra. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_05.

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2
452019Dynamic specification tests for dynamic factor models. (2019). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_07.

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2
462012Volatility Swings in the US Financial Markets. (2012). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2012_03.

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2
472002Inflation Differentials before and after the EMU. (2002). Arese-Visconti, Giovanni. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2002_19.

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1
482005The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes. (2005). Osborn, Denise ; Matas Mir, Antonio ; Lombardi, Marco ; Matas-Mir, Antonio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2005_15.

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1
492018Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_05.

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1
502020Higher Parental Socioeconomic Status Accelerates Sexual Debut in Italy. (2020). Vignoli, Daniele ; Guetto, Raffaele ; Lachi, Alessio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2020_04.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12006Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_03.

Full description at Econpapers || Download paper

10
22006Vector Multiplicative Error Models: Representation and Inference. (2006). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_15.

Full description at Econpapers || Download paper

8
32014Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures. (2014). Gallo, Giampiero ; Brownlees, Christian ; Barigozzi, Matteo ; Veredas, David. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_02.

Full description at Econpapers || Download paper

3
42024Partners’ Health and Silver Splits in Europe: A Gendered Pattern?. (2024). Alderotti, Giammarco ; Vignoli, Daniele ; Tomassini, Cecilia. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2024_07.

Full description at Econpapers || Download paper

3
52017Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity. (2017). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2017_02.

Full description at Econpapers || Download paper

3
Citing documents used to compute impact factor: 3
YearTitle
2025When the Going Gets Tough: the Impact of Health Shocks on Divorce. (2025). Vuri, Daniela ; Sanz-De, Anna ; Lpez, Javier Adrin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11824.

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2025When the Going Gets Tough: the Impact of Health Shocks on Divorce. (2025). Vuri, D ; Sanz-De, A ; Laopez, J A. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:25/04.

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2025When the Going Gets Tough: the Impact of Health Shocks on Divorce. (2025). Vuri, Daniela ; Sanz-De, Anna. In: CEIS Research Paper. RePEc:rtv:ceisrp:597.

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Recent citations
Recent citations received in 2024

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Recent citations received in 2022

YearCiting document