Citation profile for Andrea Bucci

Andrea Bucci : Citation Profile

Università Politecnica delle Marche

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   5 years (2017 - 2022). See details.
   Cites by year: 8
   Journals where Andrea Bucci has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 4 (9.09 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbu464
   Updated: 2024-04-18    RAS profile: 2022-06-29
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Relations with other researchers

Works with:

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

Is cited by:

Palomba, Giulio (3)

Farzanegan, Mohammad Reza (2)

Cirulli, Vanessa (1)

Creel, Michael (1)

Vidoli, Francesco (1)

Borra, Cristina (1)

Guccio, Calogero (1)

Principe, Francesco (1)

SANTOLINI, RAFFAELLA (1)

Raoofi, Ali (1)

Van Doorslaer, Eddy (1)

Cites to:

Bollerslev, Tim (16)

Engle, Robert (12)

Diebold, Francis (12)

Andersen, Torben (10)

Shephard, Neil (10)

Christiansen, Charlotte (8)

Schrimpf, Andreas (7)

Clements, Adam (6)

Schmeling, Maik (6)

bloom, nicholas (5)

Davis, Steven (5)

Main data

Where Andrea Bucci has published?

Journals with more than one article published	# docs
Journal of Financial Econometrics	2
Applied Health Economics and Health Policy	2

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	3

Recent works citing Andrea Bucci (2024 and 2023)

Year	Title of citing document
2023	Volatility forecasting with machine learning and intraday commonality. (2022). Zhang, Chao ; Qian, Zhongmin ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2202.08962. Full description at Econpapers \|\| Download paper
2023	Realized recurrent conditional heteroskedasticity model for volatility modelling. (2023). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Papers. RePEc:arx:papers:2302.08002. Full description at Econpapers \|\| Download paper
2023	Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data. (2023). Suominen, Hanna ; Lensky, Artem ; Isai, Leigh ; Lalbakhsh, Pooia ; Ge, Wenbo. In: Papers. RePEc:arx:papers:2306.12446. Full description at Econpapers \|\| Download paper
2023	DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility Modeling. (2023). Kohn, Robert ; Gerlach, Richard ; Wang, Chao ; Tran, Minh-Ngoc ; Liu, Chen. In: Papers. RePEc:arx:papers:2309.02072. Full description at Econpapers \|\| Download paper
2023	Constructing Efficient Simulated Moments Using Temporal Convolutional Networks. (2023). Creel, Michael ; Chassot, Jonathan. In: Working Papers. RePEc:bge:wpaper:1412. Full description at Econpapers \|\| Download paper
2023	The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219. Full description at Econpapers \|\| Download paper
2023	Building optimal regime-switching portfolios. (2023). Bucci, Andrea ; Ciciretti, Vito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001723. Full description at Econpapers \|\| Download paper
2023	Are austerity measures really distressing? Evidence from Italy. (2023). Marini, Giorgia ; Cirulli, Vanessa. In: Economics & Human Biology. RePEc:eee:ehbiol:v:49:y:2023:i:c:s1570677x22001137. Full description at Econpapers \|\| Download paper
2023	Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271. Full description at Econpapers \|\| Download paper
2023	Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models. (2023). Zhang, Hongwei ; Wang, Chenlu ; Niu, Zibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002545. Full description at Econpapers \|\| Download paper
2023	The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423. Full description at Econpapers \|\| Download paper
2023	Trading strategies and the frequency of time-series. (2023). Isaenko, Sergey. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:267-283. Full description at Econpapers \|\| Download paper
2023	Forecasting stock volatility with a large set of predictors: A new forecast combination method. (2023). Zhang, Weiguo ; Gong, Xue ; Ye, Xin ; Zhao, Yuan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1622-1647. Full description at Econpapers \|\| Download paper
2023	It never rains but it pours: Austerity and mortality rate in peripheral areas. (2023). Vidoli, Francesco ; Guccio, Calogero ; Pignatora, G. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:23/02. Full description at Econpapers \|\| Download paper
2023	Forecasting realized volatility in turbulent times using temporal fusion transformers. (2023). Frank, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:032023. Full description at Econpapers \|\| Download paper

Works by Andrea Bucci:

Year	Title	Type	Cited
2019	Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach In: Working Papers. [Full Text][Citation analysis]	paper	0
2021	Market Regime Detection via Realized Covariances: A Comparison between Unsupervised Learning and Nonlinear Models In: Papers. [Full Text][Citation analysis]	paper	0
2022	Market regime detection via realized covariances In: Economic Modelling. [Full Text][Citation analysis]	article	1
2020	Realized Volatility Forecasting with Neural Networks In: Journal of Financial Econometrics. [Full Text][Citation analysis]	article	16
	Realized Volatility Forecasting with Neural Networks.() In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16	article
2019	Realized Volatility Forecasting with Neural Networks.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16	paper
2017	Forecasting realized volatility: a review In: MPRA Paper. [Full Text][Citation analysis]	paper	4
2017	Forecasting Realized Volatility A Review.(2017) In: Journal of Advanced Studies in Finance. [Citation analysis] This paper has nother version. Agregated cites: 4	article
2019	Cholesky-ANN models for predicting multivariate realized volatility In: MPRA Paper. [Full Text][Citation analysis]	paper	8
2020	Cholesky–ANN models for predicting multivariate realized volatility.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8	article
2017	Health Expenditure and All-Cause Mortality in the ‘Galaxy’ of Italian Regional Healthcare Systems: A 15-Year Panel Data Analysis In: Applied Health Economics and Health Policy. [Full Text][Citation analysis]	article	11
2020	Comment on: “The Italian NHS: What Lessons to Draw from COVID-19?” In: Applied Health Economics and Health Policy. [Full Text][Citation analysis]	article	0