Sfoglia per Autore
Model uncertainty and forecast combination in high dimensional multivariate volatility prediction
2012-01-01 Amendola, Alessandra; Storti, Giuseppe
Funzione di produzione ed efficienza
2013-01-01 Cesale, Giancarlo; Storti, Giuseppe
Computationally efficient inference procedures for vast dimensional realized covariance models
2013-01-01 Storti, Giuseppe; Luc, Bauwens
Indagine Campionaria
2013-01-01 Amendola, Alessandra; Coretto, Pietro; Storti, Giuseppe
Combining information at different frequencies in multivariate volatility prediction
2014-01-01 Amendola, Alessandra; Storti, Giuseppe
L'Analisi dei Flussi Turistici
2014-01-01 Cesale, Giancarlo; Storti, Giuseppe
Forecasting comparison of long term component dynamic models for realized covariance matrices
2014-01-01 L., Bauwens; M., Braione; Storti, Giuseppe
A Thick Modeling Approach to Multivariate Volatility Prediction
2014-01-01 Amendola, Alessandra; Storti, Giuseppe
Long term component dynamic models for realized covariance matrices
2014-01-01 Bauwens, LUC CLAUDE A; Braione, Manuela; Storti, Giuseppe
Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction
2015-01-01 Amendola, Alessandra; Storti, Giuseppe
Forecasting comparison of long term component dynamic models for realized covariance matrices
2016-01-01 Bauwens, Luc; Braione, Manuela; Storti, Giuseppe
Flexible Realized GARCH models
2016-01-01 Storti, Giuseppe; Gerlach, Richard
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts
2016-01-01 Amendola, Alessandra; Storti, Giuseppe
Least squares estimation for GARCH (1,1) model with heavy tailed errors
2017-01-01 Preminger, Arie; Storti, Giuseppe
A dynamic component model for forecasting high-dimensional realized covariance matrices
2017-01-01 Bauwens, Luc; Braione, Manuela; Storti, Giuseppe
Dynamic component models for forecasting trading volumes
2018-01-01 Naimoli, Antonio; Storti, Giuseppe
Extended Realized GARCH Models
2018-01-01 Storti, Giuseppe; Gerlach, RICHARD HELMUT
Combining Multivariate Volatility Models
2018-01-01 Amendola, Alessandra; Braione, Manuela; Candila, Vincenzo; Storti, Giuseppe
Heterogeneous component multiplicative error models for forecasting trading volumes
2019-01-01 Naimoli, Antonio; Storti, Giuseppe
Discussion (invited) of: Linear mixed effects models for non-Gaussian continuous repeated measurement data; by Ozgur Asar, David Bolin, Peter J. Diggle and Jonas Wallin
2020-01-01 Storti, Giuseppe; Coretto, Pietro
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