Stefano Grassi
Impact in
- Finance top 5%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Economics and Econometrics top 5%
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
Papers in
-
- Complex Systems and Time Series Analysis 17
- Market Dynamics and Volatility 12
- Finance 20
- Financial Risk and Volatility Modeling 19
- Financial Markets and Investment Strategies 4
- Co-authors
- Leopoldo Catania (5 shared papers)Francesco Ravazzolo (14 shared papers)Paolo Santucci de Magistris (3 shared papers)Herman K. van Dijk (11 shared papers)Tommaso Proietti (6 shared papers)Roberto Casarin (7 shared papers)Alfredo De Massis (2 shared papers)Ivan Miroshnychenko (2 shared papers)
- Journals
- International Journal of Forecasting (4 papers)Computational Statistics & Data Analysis (2 papers)Journal of Statistical Software (2 papers)Journal of Applied Econometrics (2 papers)Journal of Econometrics (2 papers)
- Partner nations
- ItalyUnited KingdomDenmark
In The Last Decade
Stefano Grassi
42 papers receiving 473 citations
Peers
Comparison fields: 5 of 72
- Finance 168
- Economics and Econometrics 308
- General Economics, Econometrics and Finance 85
- Management Science and Operations Research 109
- Information Systems 128
Countries citing papers authored by Stefano Grassi
This map shows the geographic impact of Stefano Grassi's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Stefano Grassi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stefano Grassi more than expected).
Fields of papers citing papers by Stefano Grassi
This network shows the impact of papers produced by Stefano Grassi. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Stefano Grassi. The network helps show where Stefano Grassi may publish in the future.
Co-authors
The 25 scholars most cited alongside Stefano Grassi, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 51 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2018 | 101 | |
| 2 | 2017 | 45 | |
| 3 | 2021 | 41 | |
| 4 | 2023 | 34 | |
| 5 | 2014 | 20 | |
| 6 | 2017 | 20 | |
| 7 | 2012 | 16 | |
| 8 | 2014 | 15 | |
| 9 | 2014 | 15 | |
| 10 | 2015 | 15 | |
| 11 | 2008 | 14 | |
| 12 | 2010 | 13 | |
| 13 | 2013 | 12 | |
| 14 | 2016 | 11 | |
| 15 | 2015 | 11 | |
| 16 | 2018 | 10 | |
| 17 | 2018 | 9 | |
| 18 | 2017 | 9 | |
| 19 | 2013 | 9 | |
| 20 | 2015 | 7 |
About Stefano Grassi
Stefano Grassi is a scholar working on Economics and Econometrics, Finance, Statistics and Probability, General Economics, Econometrics and Finance and Artificial Intelligence, having authored 51 papers that have together received 487 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (19 papers), Complex Systems and Time Series Analysis (17 papers), Market Dynamics and Volatility (12 papers), Monetary Policy and Economic Impact (12 papers), Statistical Methods and Inference (10 papers), Forecasting Techniques and Applications (6 papers), Bayesian Methods and Mixture Models (5 papers) and Financial Markets and Investment Strategies (4 papers). The work is most often cited by research in Finance (168 citations), Economics and Econometrics (308 citations), General Economics, Econometrics and Finance (85 citations), Management Science and Operations Research (109 citations) and Information Systems (128 citations). Stefano Grassi has collaborated with scholars based in Italy, United Kingdom and Denmark. Frequent co-authors include Leopoldo Catania, Francesco Ravazzolo, Paolo Santucci de Magistris, Herman K. van Dijk, Tommaso Proietti, Roberto Casarin, Alfredo De Massis, Ivan Miroshnychenko, Nalan Baştürk and Marco Nicolosi. Their work appears in journals such as International Journal of Forecasting, Computational Statistics & Data Analysis, Journal of Statistical Software, Journal of Applied Econometrics and Journal of Econometrics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.