| Dynamic conditional correlation: on properties and estimation GP Aielli Journal of Business & Economic Statistics 31 (3), 282-299, 2013 | 555 | 2013 |
| Consistent estimation of large scale dynamic conditional correlations GP Aielli Unpublished paper: Department of Statistics, University of Florence, 2006 | 81 | 2006 |
| Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market IC Pragidis, GP Aielli, D Chionis, P Schizas Journal of Financial Stability 18, 127-138, 2015 | 74 | 2015 |
| Variance clustering improved dynamic conditional correlation MGARCH estimators GP Aielli, M Caporin Computational Statistics & Data Analysis 76, 556-576, 2014 | 29 | 2014 |
| Fast clustering of GARCH processes via Gaussian mixture models GP Aielli, M Caporin Mathematics and Computers in Simulation 94, 205-222, 2013 | 10 | 2013 |
| Dynamic conditional correlation MGARCH models: on properties and estimation GP Aielli Available at SSRN 1507743, 2011 | 6 | 2011 |
| Dynamic principal components: A new class of multivariate GARCH models GP Aielli, M Caporin Available at SSRN 2559758, 2015 | 5 | 2015 |
| Fast indirect estimation of latent factor models with conditional heteroskedasticity GP Aielli, G Calzolari, G Fiorentini Advances in Latent Variables. Milano: Vita e Pensiero. Proceedings of the …, 2013 | 4 | 2013 |
| Dynamic Principal Components GP Aielli, GM Gallo MAF-Salerno, 2004 | 1 | 2004 |
| Fast indirect estimation of latent factor models with conditional heteroskedasticity G Calzolari, GP Aielli, G Fiorentini Advances in Latent Variables-Methods, Models and Applications, 2013 | | 2013 |
