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 0 196 1 7 15 429
A Dynamic Component Model for Forecasting High-Dimensional Realized Covariances Matrices 0 0 0 6 1 2 8 30
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 0 0 0 44 0 3 3 138
A NON LINEAR TIME SERIES APPROACH TO MODELLING ASYMMETRY IN STOCK MARKET INDEXES 0 0 0 308 0 5 7 541
A component GARCH model with time varying weights 0 0 0 0 2 7 16 1,069
A component GARCH model with time varying weights 0 0 0 87 0 1 2 289
A component GARCH model with time varying weights 0 0 0 14 1 5 8 72
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 0 0 2 5 47
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 68 0 7 9 157
A semi-parametric dynamic conditional correlation framework for risk forecasting 0 0 0 20 2 7 8 23
Combination of multivariate volatility forecasts 0 0 0 98 0 3 6 178
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 34 0 3 6 106
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 2 0 1 5 34
Dynamic conditional correlation models for realized covariance matrices 0 0 4 130 2 7 20 387
Evaluating Business Incentives Through DEA. An Analysis on Capitalia Firm Data 0 0 0 17 2 6 11 89
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 0 0 3 5 26
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 39 1 7 8 94
Heterogeneous component multiplicative error models for forecasting trading volumes 0 0 0 39 0 6 12 67
Least squares estimation for GARCH (1,1) model with heavy tailed errors 0 0 0 54 0 4 5 87
Least squares estimation for GARCH (1,1) model with heavy tailed errors 0 0 2 38 0 3 6 76
Modelling uncertainty in financial tail risk: a forecast combination and weighted quantile approach 0 0 0 21 1 3 3 29
Multiplicative Conditional Correlation Models for Realized Covariance Matrices 1 1 1 38 2 6 13 116
Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles 0 0 0 18 0 2 5 26
The combination of volatility forecasts 0 0 0 0 0 4 9 264
Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting 0 0 0 48 0 5 15 65
Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting 0 0 0 16 1 7 9 38
Total Working Papers 1 1 7 1,335 16 116 219 4,477

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 0 1 96 1 4 17 333
A GMM procedure for combining volatility forecasts 0 0 0 56 1 8 8 143
A Model Confidence Set approach to the combination of multivariate volatility forecasts 0 0 2 25 0 2 11 83
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 1 1 17 0 4 5 105
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 2 1 7 10 25
BL-GARCH models and asymmetries in volatility 0 0 0 0 0 1 7 30
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 0 0 1 14 1 5 14 51
Financial Time Series: Methods and Models 0 0 3 15 2 6 14 44
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices 0 0 0 12 1 3 8 95
Forecasting Volatility and Tail Risk in Electricity Markets 0 1 1 8 0 3 7 27
Heterogeneous component multiplicative error models for forecasting trading volumes 0 0 1 6 1 4 6 32
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 0 0 0 2 1 5 13 49
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 0 0 1 14 0 5 14 40
Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors 0 0 0 5 0 3 7 29
Likelihood inference in BL-GARCH models 0 1 3 5 1 7 11 33
Measuring cross-country technological catch-up through variable-parameter FDH 0 0 0 8 0 3 7 26
Minimum distance estimation of GARCH(1,1) models 0 0 0 50 0 2 2 123
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 0 0 17 0 4 5 69
Nonparametric expected shortfall forecasting incorporating weighted quantiles 0 0 0 12 1 7 17 52
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics 0 0 0 1 0 5 10 17
Total Journal Articles 0 3 14 365 11 88 193 1,406

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 1 5 5 10
Total Chapters 0 0 0 0 1 5 5 10

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Statistics updated 2026-04-09