Stefano Galluccio : Citation Profile


Are you Stefano Galluccio?

3

H index

3

i10 index

71

Citations

RESEARCH PRODUCTION:

8

Articles

5

Papers

RESEARCH ACTIVITY:

   16 years (1994 - 2010). See details.
   Cites by year: 4
   Journals where Stefano Galluccio has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 2 (2.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga176
   Updated: 2019-11-16    RAS profile: 2007-09-12    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Stefano Galluccio.

Is cited by:

Pietersz, Raoul (4)

Joshi, Mark (4)

Kondor, Imre (3)

Weron, Rafał (2)

Raddant, Matthias (2)

Tassier, Troy (2)

Weron, Aleksander (1)

battiston, stefano (1)

Salinger, Michael (1)

Navas, Javier (1)

Prokopczuk, Marcel (1)

Cites to:

Chernov, Mikhail (2)

Jarrow, Robert (2)

Olsen, Richard (2)

Soto, Gloria M. (2)

Engle, Robert (2)

michaely, roni (2)

Litterman, Robert (2)

Duffie, Darrell (2)

Scheinkman, Jose (2)

Gallant, A. (2)

Tauchen, George (2)

Main data


Where Stefano Galluccio has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications4

Recent works citing Stefano Galluccio (2018 and 2017)


YearTitle of citing document
2017Long-memory, self-similarity and scaling of the long-term government bond yields: Evidence from Turkey and the USA. (2017). Bayraci, Seluk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:71-82.

Full description at Econpapers || Download paper

2017Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot market. (2017). Caldana, Ruggero ; Roncoroni, Andrea ; Fusai, Gianluca. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:715-734.

Full description at Econpapers || Download paper

2018Introduction—special issue on commodity and energy markets in the Journal of Banking and Finance. (2018). Roncoroni, Andrea ; Ronn, Ehud I ; Prokopczuk, Marcel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:1-4.

Full description at Econpapers || Download paper

2018A space-time random field model for electricity forward prices. (2018). Benth, Fred Espen ; Paraschiv, Florentina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:203-216.

Full description at Econpapers || Download paper

Works by Stefano Galluccio:


YearTitleTypeCited
1998Rational Decisions, Random Matrices and Spin Glasses In: Papers.
[Full Text][Citation analysis]
paper25
1998Rational decisions, random matrices and spin glasses.(1998) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
article
1998Rational decisions, random matrices and spin glasses.(1998) In: Science & Finance (CFM) working paper archive.
[Citation analysis]
This paper has another version. Agregated cites: 25
paper
2004The Co-initial Swap Market Model In: Economic Notes.
[Full Text][Citation analysis]
article3
2007THEORY AND CALIBRATION OF SWAP MARKET MODELS In: Mathematical Finance.
[Full Text][Citation analysis]
article10
2005Theory and Calibration of Swap Market Models.(2005) In: FAME Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2010Shape factors and cross-sectional risk In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article3
2010Shape factors and cross-sectional risk.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2006A new measure of cross-sectional risk and its empirical implications for portfolio risk management In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article2
1994Stretching of material lines and surfaces in systems with Lagrangian chaos In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
1997Scaling in currency exchange In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article26
1999American option pricing in Gauss–Markov interest rate models In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2005Implied Calibration of Stochastic Volatility Jump Diffusion Models In: Finance.
[Full Text][Citation analysis]
paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 11 2019. Contact: CitEc Team