NAIMOLI, ANTONIO

NAIMOLI, ANTONIO  

Dipartimento di Scienze Economiche e Statistiche/DISES  

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Risultati 1 - 9 di 9 (tempo di esecuzione: 0.095 secondi).
Titolo Data di pubblicazione Autore(i) File
Combining multiple frequencies in Realized GARCH models 1-gen-2020 Naimoli, Antonio; Storti, Giuseppe
A Component Multiplicative Error Model for Realized Volatility Measures 1-gen-2020 Naimoli, Antonio; Storti, Giuseppe
Dynamic component models for forecasting trading volumes 1-gen-2018 Naimoli, Antonio; 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 Storti, Giuseppe; Naimoli, Antonio
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting 1-gen-2022 Naimoli, Antonio; Storti, Giuseppe
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 1-gen-2021 Naimoli, Antonio; Gerlach, Richard; Storti, Giuseppe
Modelling the persistence of Covid-19 positivity rate in Italy 1-gen-2022 Naimoli, Antonio
Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics 1-gen-2020 Storti, Giuseppe; Naimoli, Antonio; Gerlach, RICHARD HELMUT