STORTI, Giuseppe

STORTI, Giuseppe  

Dipartimento di Scienze Economiche e Statistiche/DISES  

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Risultati 1 - 20 di 98 (tempo di esecuzione: 0.025 secondi).
Titolo Data di pubblicazione Autore(i) File
A comparison of different procedures for combining high-dimensional multivariate volatility forecasts 1-gen-2016 Amendola, Alessandra; Storti, Giuseppe
A component GARCH model with time varying weights 1-gen-2006 Bauwens, L; Storti, Giuseppe
A component GARCH model with time varying weights 1-gen-2007 Storti, Giuseppe; Bauwens, L.
A COMPONENT GARCH MODEL WITH TIME VARYING WEIGHTS 1-gen-2009 Storti, Giuseppe; Bauwens, L.
A Component Multiplicative Error Model for Realized Volatility Measures 1-gen-2020 Naimoli, Antonio; Storti, Giuseppe
A dynamic component model for forecasting high-dimensional realized covariance matrices 1-gen-2017 Bauwens, Luc; Braione, Manuela; Storti, Giuseppe
A Dynamic Generalized Linear Model for Precipitation Forecasting 1-gen-2000 Furcolo, Pierluigi; Storti, Giuseppe; Villani, Paolo
A Fast Procedure for Calibrating VaR Models 1-gen-2008 LA ROCCA, Michele; Storti, Giuseppe; Vitale, Cosimo Damiano
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 1-gen-2006 Preminger, A; Storti, Giuseppe
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 1-gen-2006 Storti, Giuseppe; Arie, Preminger
A GARCH–type model with cross-sectional volatility clusters 1-gen-2021 Coretto, Pietro; La Rocca, Michele; Storti, Giuseppe
A GMM procedure for combining volatility forecasts 1-gen-2008 Amendola, Alessandra; Storti, Giuseppe
A LM Specification Test for GARCH-BL Models 1-gen-2002 Storti, Giuseppe
A MINIMUM DISTANCE APPROACH TO COMBINING VOLATILITY FORECASTS FROM DIFFERENT MODELS 1-gen-2005 Storti, Giuseppe
A Model Confidence Set approach to the combination of multivariate volatility forecasts 1-gen-2020 Amendola, Alessandra; Storti, Giuseppe; Candila, Vincenzo; Braione, Manuela
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 1-gen-2000 Amendola, Alessandra; Storti, Giuseppe
A Non-linear time series approach to modelling Asymmetry in Stock market Indexes 1-gen-2002 Amendola, Alessandra; Storti, Giuseppe
A Procedure for Detecting Outliers in Frontier Estimation 1-gen-2005 Destefanis, Sergio Pietro; Storti, Giuseppe
A simulation study for the evaluation of the seasonal adjustment and forecasting performances of the TESS system 1-gen-2000 Giordano, Francesco; Niglio, Marcella; Storti, Giuseppe
A State Space Framework for Forecasting Non-Stationary Economic Time Series 1-gen-1999 Storti, Giuseppe