Giampiero M. Gallo

According to our database, Giampiero M. Gallo authored at least 6 papers between 2006 and 2025.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2025

Modeling meaningful volatility events to classify monetary policy announcements.

Giampiero M. Gallo, Demetrio Lacava, Edoardo Otranto

Big Data Res., 2025

2021

On classifying the effects of policy announcements on volatility.

Giampiero M. Gallo, Demetrio Lacava, Edoardo Otranto

Int. J. Approx. Reason., 2021

2012

The sixth special issue on computational econometrics.

David A. Belsley, Cathy W. S. Chen, Christian Francq, Giampiero M. Gallo, Lynda Khalaf, Erricos John Kontoghiorghes, Herman K. van Dijk

Comput. Stat. Data Anal., 2012

2010

Automated variable selection in vector multiplicative error models.

Fabrizio Cipollini, Giampiero M. Gallo

Comput. Stat. Data Anal., 2010

2008

Volatility spillovers, interdependence and comovements: A Markov Switching approach.

Giampiero M. Gallo, Edoardo Otranto

Comput. Stat. Data Anal., 2008

2006

Financial econometric analysis at ultra-high frequency: Data handling concerns.

Christian T. Brownlees, Giampiero M. Gallo

Comput. Stat. Data Anal., 2006