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Fabrizio Cipollini

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This is information that was supplied by Fabrizio Cipollini in registering through RePEc. If you are Fabrizio Cipollini , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Fabrizio
Middle Name:
Last Name: Cipollini
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RePEc Short-ID: pci77

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Affiliation

Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"
Università degli Studi di Firenze
Location: Firenze, Italy
Homepage: http://www.disia.unifi.it/
Email:
Phone: +39 055 2751557
Fax: +39 055 4223560
Postal: Viale G.B. Morgagni 59, 50134 Firenze
Handle: RePEc:edi:dsfirit (more details at EDIRC)

Works

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Working papers

  1. Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011. "Multiplicative Error Models," Econometrics Working Papers Archive 2011_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Apr 2011.
  2. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2009. "Semiparametric vector MEM," Econometrics Working Papers Archive wp2009_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  3. Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2009. "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Econometrics Working Papers Archive wp2009_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  4. Fabrizio Cipollini & Giampiero M. Gallo, 2009. "Automated Variable Selection in Vector Multiplicative Error Models," Econometrics Working Papers Archive wp2009_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  5. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2007. "A Model for Multivariate Non-negative Valued Processes in Financial Econometrics," Econometrics Working Papers Archive wp2007_16, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  6. Fabrizio Cipollini & Robert F. Engle & Giampiero Gallo, 2006. "Vector Multiplicative Error Models: Representation and Inference," Econometrics Working Papers Archive wp2006_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

Articles

  1. Cipollini, Fabrizio & Gallo, Giampiero M., 2010. "Automated variable selection in vector multiplicative error models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2470-2486, November.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (6) 2006-11-25 2007-01-28 2008-05-17 2009-03-07 2009-03-07 2011-04-23. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2006-11-25 2007-01-28 2011-04-23. Author is listed
  3. NEP-FOR: Forecasting (1) 2008-05-17
  4. NEP-MIC: Microeconomics (1) 2006-11-25
  5. NEP-MST: Market Microstructure (1) 2009-03-07
  6. NEP-ORE: Operations Research (2) 2008-05-17 2011-04-23. Author is listed

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