Access Statistics for Giuseppe Storti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Component GARCH Model with Time Varying Weights 0 0 1 196 0 0 2 414
A Dynamic Component Model for Forecasting High-Dimensional Realized Covariances Matrices 0 0 0 6 0 1 3 23
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 0 0 0 44 0 0 0 135
A NON LINEAR TIME SERIES APPROACH TO MODELLING ASYMMETRY IN STOCK MARKET INDEXES 0 0 0 308 0 0 3 534
A component GARCH model with time varying weights 0 0 0 87 0 0 0 287
A component GARCH model with time varying weights 0 0 0 14 0 0 1 64
A component GARCH model with time varying weights 0 0 0 0 0 2 4 1,056
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 0 0 1 2 43
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 68 0 1 1 149
A semi-parametric dynamic conditional correlation framework for risk forecasting 0 0 1 20 0 1 5 16
Combination of multivariate volatility forecasts 0 0 0 98 0 0 3 173
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 34 0 0 0 100
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 2 0 0 0 29
Dynamic conditional correlation models for realized covariance matrices 1 2 5 130 1 5 11 375
Evaluating Business Incentives Through DEA. An Analysis on Capitalia Firm Data 0 0 0 17 0 0 0 78
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 39 1 1 2 87
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 0 0 0 0 21
Heterogeneous component multiplicative error models for forecasting trading volumes 0 0 0 39 0 0 6 59
Least squares estimation for GARCH (1,1) model with heavy tailed errors 0 0 0 54 0 1 1 83
Least squares estimation for GARCH (1,1) model with heavy tailed errors 0 1 1 37 0 1 2 72
Modelling uncertainty in financial tail risk: a forecast combination and weighted quantile approach 0 0 0 21 0 0 1 26
Multiplicative Conditional Correlation Models for Realized Covariance Matrices 0 0 0 37 0 2 3 106
Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles 0 0 1 18 0 0 1 21
The combination of volatility forecasts 0 0 0 0 1 1 2 256
Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting 0 0 0 16 0 0 2 30
Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting 0 0 0 48 0 0 1 51
Total Working Papers 1 3 9 1,333 3 17 56 4,288

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Component GARCH Model with Time Varying Weights 0 1 2 96 0 3 4 319
A GMM procedure for combining volatility forecasts 0 0 0 56 0 0 1 135
A Model Confidence Set approach to the combination of multivariate volatility forecasts 0 0 2 24 1 2 8 76
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 16 0 0 0 100
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 2 0 0 2 16
BL-GARCH models and asymmetries in volatility 0 0 0 0 0 0 1 24
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 0 0 1 14 0 2 11 43
Financial Time Series: Methods and Models 0 3 3 15 0 3 5 34
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices 0 0 0 12 0 2 2 89
Forecasting Volatility and Tail Risk in Electricity Markets 0 0 0 7 0 0 1 20
Heterogeneous component multiplicative error models for forecasting trading volumes 0 0 1 6 0 0 2 28
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 0 0 0 2 0 0 3 39
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 0 0 1 14 1 2 7 32
Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors 0 0 1 5 0 0 2 22
Likelihood inference in BL-GARCH models 0 0 0 2 0 0 0 22
Measuring cross-country technological catch-up through variable-parameter FDH 0 0 0 8 1 1 1 20
Minimum distance estimation of GARCH(1,1) models 0 0 0 50 0 0 0 121
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 0 0 17 0 0 1 64
Nonparametric expected shortfall forecasting incorporating weighted quantiles 0 0 0 12 2 2 5 38
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics 0 0 0 1 0 1 3 8
Total Journal Articles 0 4 11 359 5 18 59 1,250

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GARCH-Type Model with Cross-Sectional Volatility Clusters 0 0 0 0 0 0 2 5
Total Chapters 0 0 0 0 0 0 2 5

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Statistics updated 2025-10-06