Maria Cristina Recchioni : Citation Profile


Are you Maria Cristina Recchioni?

Università Politecnica delle Marche

4

H index

2

i10 index

89

Citations

RESEARCH PRODUCTION:

18

Articles

6

Papers

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 4
   Journals where Maria Cristina Recchioni has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 8 (8.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre561
   Updated: 2020-09-26    RAS profile: 2019-10-23    
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Relations with other researchers


Works with:

Tedeschi, Gabriele (6)

Mariani, Francesca (3)

Ciommi, Mariateresa (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Maria Cristina Recchioni.

Is cited by:

Roventini, Andrea (12)

Lamperti, Francesco (5)

Guerini, Mattia (5)

Moneta, Alessio (5)

Fagiolo, Giorgio (4)

Tedeschi, Gabriele (4)

Kukacka, Jiri (3)

Molinari, Massimo (3)

Colasante, Annarita (3)

Gaffeo, Edoardo (3)

Baruník, Jozef (2)

Cites to:

Gallegati, Mauro (21)

Hommes, Cars (18)

Tedeschi, Gabriele (18)

Iori, Giulia (12)

Diebold, Francis (9)

Chiarella, Carl (9)

Grilli, Ruggero (6)

Lebaron, Blake (6)

Andersen, Torben (6)

Rudebusch, Glenn (6)

Afonso, Antonio (6)

Main data


Where Maria Cristina Recchioni has published?


Journals with more than one article published# docs
European Journal of Operational Research4
Journal of Optimization Theory and Applications3
Journal of Economic Dynamics and Control2
RIEDS - Rivista Italiana di Economia, Demografia e Statistica - Italian Review of Economics, Demography and Statistics2

Working Papers Series with more than one paper published# docs
Working Papers / Economics Department, Universitat Jaume I, Castelln (Spain)2
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents2

Recent works citing Maria Cristina Recchioni (2020 and 2019)


YearTitle of citing document
2019A Comparison of Economic Agent-Based Model Calibration Methods. (2019). Platt, Donovan. In: Papers. RePEc:arx:papers:1902.05938.

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2019Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models. (2019). Grazzini, Jakob ; Delli Gatti, Domenico. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7894.

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2020Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2019). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1001.

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2020Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality. (2020). Kukacka, Jiri ; Krištoufek, Ladislav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300257.

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2020A comparison of economic agent-based model calibration methods. (2020). Platt, Donovan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300294.

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2020Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks. (2020). Grilli, Ruggero ; Gallegati, Mauro ; Tedeschi, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188918303476.

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2019Predicting the direction of stock market prices using tree-based classifiers. (2019). Kar, Saibal ; Dey, Sudeepa Roy ; Khaidem, Luckyson ; Saha, Snehanshu ; Basak, Suryoday. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:552-567.

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2019Macroeconomic environment, money demand and portfolio choice. (2019). Lioui, Abraham ; Tarelli, Andrea. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:1:p:357-374.

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2019Machine learning versus econometric jump models in predictability and domain adaptability of index options. (2019). Jang, H ; Lee, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:74-86.

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2019Estimation of the stochastic leverage effect using the Fourier transform method. (2019). Curato, Imma Valentina. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:9:p:3207-3238.

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2019Validation of Agent-Based Models in Economics and Finance. (2019). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Lamperti, Francesco ; Fagiolo, Giorgio. In: Post-Print. RePEc:hal:journl:halshs-02375423.

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2020Validation and Calibration of an Agent-Based Model: A Surrogate Approach. (2020). Zhang, Yongchao ; Li, Zhe. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:6946370.

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2020Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2020). Guidolin, Massimo ; de Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: Working Papers. RePEc:igi:igierp:667.

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2020Pricing Vulnerable Options with Stochastic Volatility and Stochastic Interest Rate. (2020). Ma, Yong ; Wu, Hui ; Yue, Shengjie. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09929-4.

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2020Efficient computation of the stochastic behavior of partial sum processes. (2020). Liu, Wei ; Kiatsupaibul, Seksan ; Hayter, Anthony ; Saengkyongam, Sorawit. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:1:d:10.1007_s00180-019-00920-z.

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2020On the extension of the Hager–Zhang conjugate gradient method for vector optimization. (2020). M. L. N. Gonçalves, ; Prudente, L F. In: Computational Optimization and Applications. RePEc:spr:coopap:v:76:y:2020:i:3:d:10.1007_s10589-019-00146-1.

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2020Identifying financial instability conditions using high frequency data. (2020). Mancino, Maria Elvira ; Sanfelici, Simona. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00253-6.

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2020Systemic financial risk indicators and securitised assets: an agent-based framework. (2020). Teglio, Andrea ; Cincotti, Silvano ; Raberto, Marco ; Lauretta, Eliana ; Mazzocchetti, Andrea. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00268-z.

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2020From FDI network topology to macroeconomic instability. (2020). Ricchiuti, Giorgio ; Masi, Giulia. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00275-0.

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2020Voluntary contributions in a system with uncertain returns: a case of systemic risk. (2020). Morone, Andrea ; Georgantzís, Nikolaos ; Colasante, Annarita ; Georgantzis, Nikolaos ; Garcia-Gallego, Aurora. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00276-z.

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2020Taming financial systemic risk: models, instruments and early warning indicators. (2020). Tedeschi, Gabriele ; Recchioni, Maria Cristina ; Caccioli, Fabio. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00278-x.

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2019Portfolio Optimization for Assets with Stochastic Yields and Stochastic Volatility. (2019). Varga, Katherine ; Pang, Tao. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:182:y:2019:i:2:d:10.1007_s10957-019-01513-y.

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Works by Maria Cristina Recchioni:


YearTitleTypeCited
2016Increasing Graduation and Calling for More Autonomy in Higher Education: Is It a Good Thing? A Theoretical Model In: Working Papers.
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2013The Analysis of Real Data Using a Multiscale Stochastic Volatility Model In: European Financial Management.
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article1
2007Analysis of quadrature methods for pricing discrete barrier options In: Journal of Economic Dynamics and Control.
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article16
2015A calibration procedure for analyzing stock price dynamics in an agent-based framework In: Journal of Economic Dynamics and Control.
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article48
2014A calibration procedure for analyzing stock price dynamics in an agent-based framework.(2014) In: FinMaP-Working Papers.
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2018Spot volatility estimation using the Laplace transform In: Econometrics and Statistics.
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article2
2008Box-constrained multi-objective optimization: A gradient-like method without a priori scalarization In: European Journal of Operational Research.
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article2
2016An explicitly solvable Heston model with stochastic interest rate In: European Journal of Operational Research.
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article4
2017From bond yield to macroeconomic instability: A parsimonious affine model In: European Journal of Operational Research.
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article8
2019Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach In: European Journal of Operational Research.
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article0
2019An approach to identifying micro behavior: How banks’ strategies influence financial cycles In: Journal of Economic Behavior & Organization.
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article1
2006Box-constrained vector optimization: a steepest descent method without “a priori” scalarization In: Economics and Quantitative Methods.
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2018Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - Italian Review of Economics, Demography and Statistics.
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article0
2018Stock return comovements and economic wealth conditions In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - Italian Review of Economics, Demography and Statistics.
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article0
2016From bond yield to macroeconomic instability: The effect of negative interest rates In: Working Papers.
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2016Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model In: Working Papers.
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2017Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model.(2017) In: Quantitative Finance.
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article
1999Inverse Problem for a Class of Two-Dimensional Diffusion Equations with Piecewise Constant Coefficients In: Journal of Optimization Theory and Applications.
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article0
2000Monotone Variable–Metric Algorithm for Linearly Constrained Nonlinear Programming In: Journal of Optimization Theory and Applications.
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2004Furtivity and Masking Problems in Time-Dependent Electromagnetic Obstacle Scattering In: Journal of Optimization Theory and Applications.
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2003A path following method for box-constrained multiobjective optimization with applications to goal programming problems In: Mathematical Methods of Operations Research.
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article1
1999A hybrid method for pricing European options based on multiple assets with transaction costs In: Applied Mathematical Finance.
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2009An explicitly solvable multi‐scale stochastic volatility model: Option pricing and calibration problems In: Journal of Futures Markets.
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article5
2014Banks strategies during the financial crisis In: FinMaP-Working Papers.
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