| Forecasting cryptocurrencies under model and parameter instability L Catania, S Grassi, F Ravazzolo International Journal of Forecasting 35 (2), 485-501, 2019 | 142 | 2019 |
| Predicting the volatility of cryptocurrency time-series L Catania, S Grassi, F Ravazzolo Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2018 | 103 | 2018 |
| Modelling crypto-currencies financial time-series L Catania, S Grassi Available at SSRN 3028486, 2017 | 87 | 2017 |
| Forecasting cryptocurrency volatility L Catania, S Grassi International Journal of Forecasting 38 (3), 878-894, 2022 | 47 | 2022 |
| Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox R Casarin, S Grassi, F Ravazzolo, HK Van Dijk Tinbergen Institute Discussion Paper 13-055/III, 2013 | 34 | 2013 |
| Item response models to measure corporate social responsibility M Nicolosi, S Grassi, E Stanghellini Applied Financial Economics 24 (22), 1449-1464, 2014 | 33 | 2014 |
| When long memory meets the Kalman filter: A comparative study S Grassi, PS de Magistris Computational Statistics & Data Analysis 76, 301-319, 2014 | 32 | 2014 |
| Forecasting cryptocurrencies financial time series L Catania, S Grassi, F Ravazzolo BI Norwegian Business School, Centre for Applied Macro-and Petroleum Economics, 2018 | 29 | 2018 |
| Forecast density combinations of dynamic models and data driven portfolio strategies N Baştürk, A Borowska, S Grassi, L Hoogerheide, HK van Dijk Journal of Econometrics 210 (1), 170-186, 2019 | 26 | 2019 |
| Has the volatility of US inflation changed and how? S Grassi, T Proietti Journal of Time Series Econometrics 2 (1), 2010 | 25 | 2010 |
| Dynamic predictive density combinations for large data sets in economics and finance R Casarin, S Grassi, F Ravazzolo, HK van Dijk Tinbergen Institute Discussion Paper 15-084/III, 2016 | 22 | 2016 |
| EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries S Grassi, T Proietti, C Frale, M Marcellino, G Mazzi International Journal of Forecasting 31 (3), 712-738, 2015 | 21 | 2015 |
| It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model S Grassi, PS de Magistris Journal of Empirical Finance 30, 62-78, 2015 | 20 | 2015 |
| Heterogeneous computing in economics: A simplified approach MP Dziubinski, S Grassi Computational Economics 43, 485-495, 2014 | 19 | 2014 |
| Forecasting financial markets with semantic network analysis in the COVID‐19 crisis A Fronzetti Colladon, S Grassi, F Ravazzolo, F Violante Journal of Forecasting 42 (5), 1187-1204, 2023 | 17 | 2023 |
| A data-cleaning augmented Kalman filter for robust estimation of state space models M Marczak, T Proietti, S Grassi Econometrics and Statistics 5, 107-123, 2018 | 16 | 2018 |
| Forecasting with the standardized self‐perturbed Kalman filter S Grassi, N Nonejad, PS De Magistris Journal of Applied Econometrics 32 (2), 318-341, 2017 | 16 | 2017 |
| Selecting structural innovations in DSGE models F Ferroni, S Grassi, MA León‐Ledesma Journal of Applied Econometrics 34 (2), 205-220, 2019 | 14 | 2019 |
| The statistical relation of sea-level and temperature revisited S Grassi, E Hillebrand, D Ventosa-Santaularia Dynamics of Atmospheres and Oceans 64, 1-9, 2013 | 12 | 2013 |
| The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference N Basturk, S Grassi, LF Hoogerheide, A Opschoor, HK Van Dijk Tinbergen Institute Discussion Paper 15-042/III, 2017 | 11 | 2017 |
