NAIMOLI, ANTONIO
NAIMOLI, ANTONIO
Dipartimento di Scienze Economiche e Statistiche/DISES
A Component Multiplicative Error Model for Realized Volatility Measures
2020-01-01 Naimoli, Antonio; Storti, Giuseppe
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models
2023-01-01 Gerlach, Richard; Naimoli, Antonio; Storti, Giuseppe
Combining multiple frequencies in Realized GARCH models
2020-01-01 Naimoli, Antonio; Storti, Giuseppe
Computational Issues in Insurance and Finance
2023-01-01 Perna, Cira; Sibillo, Marilena; Bimonte, Giovanna; Naimoli, Antonio
Dynamic component models for forecasting trading volumes
2018-01-01 Naimoli, Antonio; Storti, Giuseppe
Essays on the modelling and prediction of financial volatility and trading volumes
2017-01-01 Naimoli, Antonio
Forecasting Volatility and Tail Risk in Electricity Markets
2021-01-01 Naimoli, Antonio; Storti, Giuseppe
Heterogeneous component multiplicative error models for forecasting trading volumes
2019-01-01 Naimoli, Antonio; Storti, Giuseppe
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
2022-01-01 Naimoli, Antonio; Gerlach, RICHARD HELMUT; Storti, Giuseppe
Modelling the persistence of Covid-19 positivity rate in Italy
2022-01-01 Naimoli, Antonio
Multiple Measures Realized GARCH Models
2022-01-01 Naimoli, Antonio; Storti, Giuseppe
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting
2022-01-01 Naimoli, Antonio; Storti, Giuseppe
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics
2020-01-01 Gerlach, RICHARD HELMUT; Naimoli, Antonio; Storti, Giuseppe