Skip to contents Bauwens, Luc [Author] ; Storti, Giuseppe [Other] A Component GARCH Model With Time Varying Weights Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Published in: CORE Discussion Paper ; No. 2007/19 Preminger, Arie [Author] ; Storti, Giuseppe [Other] A GARCH (1,1) Estimator with (Almost) No Moment Conditions on the Error Term Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006] Published in: CORE Discussion Paper ; No. 2006/68 Storti, Giuseppe [Author] ; Destefanis, Sergio [Other] Convexity, Productivity Change and the Economic Performance of Countries Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: University of Salerno Dipartimento di Scienze Economiche e Statistiche Working Paper ; No. 3.126 Storti, Giuseppe [Author] ; Destefanis, Sergio [Other] Evaluating Business Incentives Through DEA : An Analysis on Capitalia Firm Data Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: University of Salerno Dipartimento di Scienze Economiche e Statistiche Working Paper ; No. 3.173 Storti, Giuseppe [Author] ; Destefanis, Sergio [Other] A Procedure for Detecting Outliers in Frontier Estimation Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: University of Salerno Dipartimento di Scienze Economiche e Statistiche Working Paper ; No. 3.172 Bauwens, Luc [Author] ; Braione, Manuela [Other]; Storti, Giuseppe [Other] Multiplicative Conditional Correlation Models for Realized Covariance Matrices Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: CORE DISCUSSION PAPER SERIES, 2020 Gerlach, Richard H. [Author] ; Naimoli, Antonio [Other]; Storti, Giuseppe [Other] Time-Varying Realized GARCH Models for Tracking Measurement Error Bias in Volatility Forecasting Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Bauwens, Luc [Author] ; Braione, Manuela [Other]; Storti, Giuseppe [Other] A Dynamic Component Model for Forecasting High-Dimensional Realized Covariance Matrices Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Bauwens, Luc [Author] ; Braione, Manuela [Other]; Storti, Giuseppe [Other] Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Storti, Giuseppe [Author]; Wang, Chao [Author] Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach Articles View online Schließen > Access ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Journal of forecasting ; 42(2023), 7 vom: Nov., Seite 1648-1663 Naimoli, Antonio [Author]; Storti, Giuseppe [Author] Forecasting volatility and tail risk in electricity markets Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Journal of risk and financial management ; 14(2021), 7 vom: Juli, Artikel-ID 294, Seite 1-17 Naimoli, Antonio [Author]; Storti, Giuseppe [Author] Forecasting volatility and tail risk in electricity markets Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021 Caporin, Massimiliano [Author]; Storti, Giuseppe [Author] Financial time series: methods and models Articles View online Schließen > Access ... to article (freely accessible) ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2020 Published in: Journal of risk and financial management ; 13(2020), 5/86 vom: Mai, Seite 1-3 Caporin, Massimiliano [Author]; Storti, Giuseppe [Author] Financial time series: Methods and models Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2020 Preminger, Arie [Author]; Storti, Giuseppe [Author] Least squares estimation for Garch (1,1) model with heavy tailed errors Books View online Schließen > Access ... to E-book (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Louvain-la-Neuve]: CORE, [2017] Published in: Université catholique de Louvain: CORE discussion papers ; 2017,15 Amendola, Alessandra [Author]; Storti, Giuseppe [Author] Combination of multivariate volatility forecasts Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2009 Coretto, Pietro [Author]; Rocca, Michele la [Author]; Storti, Giuseppe [Author] Improving many volatility forecasts using cross-dectional volatility clusters Articles View online Schließen > Access ... to article (freely accessible) ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2020 Published in: Journal of risk and financial management ; 13(2020), 4/64 vom: Apr., Seite 1-23 Coretto, Pietro [Author]; la Rocca, Michele [Author]; Storti, Giuseppe [Author] Improving many volatility forecasts using cross-dectional volatility clusters Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2020 Bauwensa, Luc [Author]; Braione, Manuela [Author]; Storti, Giuseppe [Author] Multiplicative conditional correlation models for realized covariance matrices Books View online Schließen > Access ... to E-book (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Louvain-la-Neuve]: CORE, [2016] Published in: Université catholique de Louvain: CORE discussion papers ; 201604100 Storti, Giuseppe Modelling asymmetric volatility dynamics by multivariate BL-GARCH models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2008 Published in: Statistical Methods and Applications, 17 (2008) 2, Seite 251-274
Bauwens, Luc [Author] ; Storti, Giuseppe [Other] A Component GARCH Model With Time Varying Weights Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Published in: CORE Discussion Paper ; No. 2007/19
Preminger, Arie [Author] ; Storti, Giuseppe [Other] A GARCH (1,1) Estimator with (Almost) No Moment Conditions on the Error Term Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2006] Published in: CORE Discussion Paper ; No. 2006/68
Storti, Giuseppe [Author] ; Destefanis, Sergio [Other] Convexity, Productivity Change and the Economic Performance of Countries Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: University of Salerno Dipartimento di Scienze Economiche e Statistiche Working Paper ; No. 3.126
Storti, Giuseppe [Author] ; Destefanis, Sergio [Other] Evaluating Business Incentives Through DEA : An Analysis on Capitalia Firm Data Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: University of Salerno Dipartimento di Scienze Economiche e Statistiche Working Paper ; No. 3.173
Storti, Giuseppe [Author] ; Destefanis, Sergio [Other] A Procedure for Detecting Outliers in Frontier Estimation Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: University of Salerno Dipartimento di Scienze Economiche e Statistiche Working Paper ; No. 3.172
Bauwens, Luc [Author] ; Braione, Manuela [Other]; Storti, Giuseppe [Other] Multiplicative Conditional Correlation Models for Realized Covariance Matrices Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: CORE DISCUSSION PAPER SERIES, 2020
Gerlach, Richard H. [Author] ; Naimoli, Antonio [Other]; Storti, Giuseppe [Other] Time-Varying Realized GARCH Models for Tracking Measurement Error Bias in Volatility Forecasting Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Bauwens, Luc [Author] ; Braione, Manuela [Other]; Storti, Giuseppe [Other] A Dynamic Component Model for Forecasting High-Dimensional Realized Covariance Matrices Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Bauwens, Luc [Author] ; Braione, Manuela [Other]; Storti, Giuseppe [Other] Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Storti, Giuseppe [Author]; Wang, Chao [Author] Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach Articles View online Schließen > Access ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Journal of forecasting ; 42(2023), 7 vom: Nov., Seite 1648-1663
Naimoli, Antonio [Author]; Storti, Giuseppe [Author] Forecasting volatility and tail risk in electricity markets Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Journal of risk and financial management ; 14(2021), 7 vom: Juli, Artikel-ID 294, Seite 1-17
Naimoli, Antonio [Author]; Storti, Giuseppe [Author] Forecasting volatility and tail risk in electricity markets Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021
Caporin, Massimiliano [Author]; Storti, Giuseppe [Author] Financial time series: methods and models Articles View online Schließen > Access ... to article (freely accessible) ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2020 Published in: Journal of risk and financial management ; 13(2020), 5/86 vom: Mai, Seite 1-3
Caporin, Massimiliano [Author]; Storti, Giuseppe [Author] Financial time series: Methods and models Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2020
Preminger, Arie [Author]; Storti, Giuseppe [Author] Least squares estimation for Garch (1,1) model with heavy tailed errors Books View online Schließen > Access ... to E-book (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Louvain-la-Neuve]: CORE, [2017] Published in: Université catholique de Louvain: CORE discussion papers ; 2017,15
Amendola, Alessandra [Author]; Storti, Giuseppe [Author] Combination of multivariate volatility forecasts Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2009
Coretto, Pietro [Author]; Rocca, Michele la [Author]; Storti, Giuseppe [Author] Improving many volatility forecasts using cross-dectional volatility clusters Articles View online Schließen > Access ... to article (freely accessible) ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2020 Published in: Journal of risk and financial management ; 13(2020), 4/64 vom: Apr., Seite 1-23
Coretto, Pietro [Author]; la Rocca, Michele [Author]; Storti, Giuseppe [Author] Improving many volatility forecasts using cross-dectional volatility clusters Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2020
Bauwensa, Luc [Author]; Braione, Manuela [Author]; Storti, Giuseppe [Author] Multiplicative conditional correlation models for realized covariance matrices Books View online Schließen > Access ... to E-book (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Louvain-la-Neuve]: CORE, [2016] Published in: Université catholique de Louvain: CORE discussion papers ; 201604100
Storti, Giuseppe Modelling asymmetric volatility dynamics by multivariate BL-GARCH models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2008 Published in: Statistical Methods and Applications, 17 (2008) 2, Seite 251-274
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