Authors: De Luca, Giovanni Gallo, Giampiero M.

Citation: De Luca, Giovanni et M. Gallo, Giampiero, Time-varying mixing weights in mixture autoregressive conditional duration models, Econometric reviews , 28(1-3), 2008, pp. 102-120

Authors: Cipollini, Fabrizio Engle, Robert F. Gallo, Giampiero M.

Citation: Cipollini, Fabrizio et al., Semiparametric vector MEM, Journal of applied econometrics , 28(7), 2013, pp. 1067-1086

Authors: Gallo, Giampiero M. Pacini, Barbara

Citation: Giampiero M. Gallo et Barbara Pacini, The risk premium in the futures market: artifact or reality?, Journal of the italian statistical society, 8(2/3), 1999, pp. 127-138

Authors: Gallo, Giampiero M.

Citation: Giampiero M. Gallo, Forecast uncertainty reduction in nonlinear models, Journal of the italian statistical society, 5(1), 1996, pp. 73-98

Authors: Gallo, Giampiero M. Otranto, Edoardo

Citation: Giampiero M. Gallo et Edoardo Otranto, Regression diagnostic techniques to detect balanced space-to-time ratios in STARMA models, Metron, 52(3/4), 1994, pp. 129-145

Authors: Gallo, Giampiero M.

Citation: Giampiero M. Gallo, Struttura e riordinamento nei modelli econometrici, Economia politica, (1), 1990, pp. 47