UniSa - IRIS Institutional Research Information System

Naimoli, Antonio

Naimoli, Antonio  

Dipartimento di Scienze Economiche e Statistiche/DISES  

Mostra records
Risultati 1 - 18 di 18 (tempo di esecuzione: 0.038 secondi).
Titolo Data di pubblicazione Autore(i) File
A Component Multiplicative Error Model for Realized Volatility Measures 1-gen-2020 Naimoli, Antonio; Storti, Giuseppe
Adaptive combinations of tail-risk forecasts 1-gen-2023 Amendola, Alessandra; Candila, Vincenzo; Naimoli, Antonio; Storti, Giuseppe
Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models 1-gen-2023 Gerlach, Richard Helmut; Naimoli, Antonio; Storti, Giuseppe
Combining multiple frequencies in Realized GARCH models 1-gen-2020 Naimoli, Antonio; Storti, Giuseppe
Combining Value-at-Risk and Expected Shortfall measures 1-gen-2024 Amendola, Alessandra; Candila, Vincenzo; Naimoli, Antonio; Storti, Giuseppe
Computational Issues in Insurance and Finance 1-gen-2023 Perna, Cira; Sibillo, Marilena; Bimonte, Giovanna; Naimoli, Antonio
Dynamic component models for forecasting trading volumes 1-gen-2018 Naimoli, Antonio; Storti, Giuseppe
Essays on the modelling and prediction of financial volatility and trading volumes 1-gen-2017 Naimoli, Antonio
Essays on the modelling and prediction of financial volatility and trading volumes 12-giu-2017 Naimoli, Antonio
Forecasting VaR and ES from high-frequency quantiles and consistent loss functions 1-gen-2025 Naimoli, Antonio; Okhrin, Ostap; Storti, Giuseppe
Forecasting Volatility and Tail Risk in Electricity Markets 1-gen-2021 Naimoli, Antonio; Storti, Giuseppe
Heterogeneous component multiplicative error models for forecasting trading volumes 1-gen-2019 Naimoli, Antonio; Storti, Giuseppe
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 1-gen-2022 Naimoli, Antonio; Gerlach, RICHARD HELMUT; Storti, Giuseppe
Modelling the persistence of Covid-19 positivity rate in Italy 1-gen-2022 Naimoli, Antonio
Multiple Measures Realized GARCH Models 1-gen-2022 Naimoli, Antonio; Storti, Giuseppe
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 1-gen-2022 Naimoli, Antonio; Storti, Giuseppe
The information content of sentiment indices in forecasting Value at Risk and Expected Shortfall: a Complete Realized Exponential GARCH-X approach 1-gen-2023 Naimoli, Antonio
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 1-gen-2020 Gerlach, RICHARD HELMUT; Naimoli, Antonio; Storti, Giuseppe