Alessandro Giovannelli

University of Rome Tor Vergata

Via di Tor Vergata

Rome, Lazio 00133

Italy

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 37,949

SSRN RANKINGS

Top 37,949

in Total Papers Downloads

1,173

SSRN CITATIONS
Rank 43,420

SSRN RANKINGS

Top 43,420

in Total Papers Citations

6

CROSSREF CITATIONS

6

Scholarly Papers (7)

1.

Corporate Social Responsibility and Earnings Forecasting Unbiasedness

CEIS Working Paper No. 233
Number of pages: 32 Posted: 04 May 2012 Last Revised: 28 Nov 2014
Leonardo Becchetti, Rocco Ciciretti and Alessandro Giovannelli
University of Rome Tor Vergata - Faculty of Economics, Tor Vergata University of Rome - Department of Economics and Finance and University of Rome Tor Vergata
Downloads 624 (42,763)
Citation 7

Abstract:

Loading...

Earnings per Share, Analyst Forecast, Corporate Social Responsibility

2.

Forecasting Stock Returns with Large Dimensional Factor Models

Number of pages: 46 Posted: 26 Apr 2017 Last Revised: 02 Apr 2018
Alessandro Giovannelli, Daniele Massacci and Stefano Soccorsi
University of Rome Tor Vergata, King's College London and Department of Economics, Lancaster University Management School
Downloads 325 (94,528)
Citation 3

Abstract:

Loading...

Stock Returns Forecasting, Factor Model, Large Data Sets, Forecast Evaluation.

3.

Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies

CEIS Working Paper No. 255
Number of pages: 30 Posted: 07 Nov 2012
Alessandro Giovannelli
University of Rome Tor Vergata
Downloads 97 (276,576)
Citation 1

Abstract:

Loading...

Kernel Principal Component Analysis, Large Dataset, Artificial Neural Networks, QuickNet, Forecasting

4.

On the Selection of Common Factors for Macroeconomic Forecasting

CEIS Working Paper No. 332
Number of pages: 33 Posted: 14 Mar 2015
Alessandro Giovannelli and Tommaso Proietti
University of Rome Tor Vergata and University of Rome II - Department of Economics and Finance
Downloads 96 (278,550)

Abstract:

Loading...

Variable selection; Multiple testing; p-value weighting

5.

A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices

CEIS Working Paper No. 410
Number of pages: 26 Posted: 19 Jul 2017
Tommaso Proietti and Alessandro Giovannelli
University of Rome II - Department of Economics and Finance and University of Rome Tor Vergata
Downloads 31 (478,089)

Abstract:

Loading...

Toeplitz systems; Optimal linear prediction; Partial autocorrelation function

6.

Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting

CEPR Discussion Paper No. DP11161
Number of pages: 43 Posted: 18 Apr 2016
Mario Forni, Alessandro Giovannelli, Marco Lippi and Stefano Soccorsi
Università di Modena; Centre for Economic Policy Research (CEPR), University of Rome Tor Vergata, Dipartimento di Scienze Economiche (DiSSE) and Department of Economics, Lancaster University Management School
Downloads 0 (681,569)
  • Add to Cart

Abstract:

Loading...

7.

Nonlinear Forecasting Using a Large Number of Predictors

Rivista Italiana degli Economisti, Vol. 1, April 2012
Posted: 12 Mar 2012
Alessandro Giovannelli
University of Rome Tor Vergata

Abstract:

Loading...

artificial neural networks, Bayesian regularization, factor model, forecasting, principal components analysis