Alessio Sancetta

34 papers and 376 indexed citations i.

Alessio Sancetta has authored 34 papers that have received a total of 376 indexed citations. This includes 22 papers in Finance, 15 papers in Statistics and Probability and 12 papers in Economics and Econometrics. The topics of these papers are Financial Risk and Volatility Modeling (16 papers), Statistical Methods and Inference (15 papers) and Financial Markets and Investment Strategies (9 papers). Alessio Sancetta is often cited by papers focused on Financial Risk and Volatility Modeling (16 papers), Statistical Methods and Inference (15 papers) and Financial Markets and Investment Strategies (9 papers) and collaborates with scholars based in United Kingdom, United States and Germany. Alessio Sancetta's co-authors include Stephen Satchell, Alexander Kurov, Georg Strasser, Oliver Linton and Heather Battey and has published in prestigious journals such as IEEE Transactions on Information Theory, Journal of Econometrics and Journal of Financial and Quantitative Analysis.