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 3 16 430
A Dynamic Component Model for Forecasting High-Dimensional Realized Covariances Matrices 0 0 0 6 1 2 9 31
A GARCH (1,1) estimator with (almost) no moment conditions on the error term 0 0 0 44 4 5 7 142
A NON LINEAR TIME SERIES APPROACH TO MODELLING ASYMMETRY IN STOCK MARKET INDEXES 0 0 0 308 5 6 12 546
A component GARCH model with time varying weights 0 0 0 0 4 7 20 1,073
A component GARCH model with time varying weights 0 0 0 87 1 1 3 290
A component GARCH model with time varying weights 0 0 0 14 3 5 11 75
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 0 1 1 6 48
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 68 5 7 14 162
A semi-parametric dynamic conditional correlation framework for risk forecasting 0 0 0 20 4 7 12 27
Combination of multivariate volatility forecasts 0 0 0 98 2 3 8 180
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 34 3 3 9 109
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 2 1 1 6 35
Dynamic conditional correlation models for realized covariance matrices 3 3 7 133 5 9 25 392
Evaluating Business Incentives Through DEA. An Analysis on Capitalia Firm Data 0 0 0 17 2 4 13 91
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 39 1 4 9 95
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 0 5 5 10 31
Heterogeneous component multiplicative error models for forecasting trading volumes 0 0 0 39 2 3 14 69
Least squares estimation for GARCH (1,1) model with heavy tailed errors 0 0 2 38 1 1 7 77
Least squares estimation for GARCH (1,1) model with heavy tailed errors 0 0 0 54 1 2 6 88
Modelling uncertainty in financial tail risk: a forecast combination and weighted quantile approach 0 0 0 21 7 9 10 36
Multiplicative Conditional Correlation Models for Realized Covariance Matrices 0 1 1 38 2 5 15 118
Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles 0 0 0 18 1 3 6 27
The combination of volatility forecasts 0 0 0 0 2 3 11 266
Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting 0 0 0 48 1 1 16 66
Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting 0 0 0 16 3 4 11 41
Total Working Papers 3 4 10 1,338 68 104 286 4,545

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 3 5 20 336
A GMM procedure for combining volatility forecasts 0 0 0 56 1 3 9 144
A Model Confidence Set approach to the combination of multivariate volatility forecasts 0 0 1 25 0 2 10 83
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 1 1 17 6 7 11 111
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 2 3 6 12 28
BL-GARCH models and asymmetries in volatility 0 0 0 0 2 2 9 32
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 0 0 0 14 5 6 16 56
Financial Time Series: Methods and Models 0 0 3 15 3 9 16 47
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices 0 0 0 12 2 4 10 97
Forecasting Volatility and Tail Risk in Electricity Markets 0 1 1 8 2 3 9 29
Heterogeneous component multiplicative error models for forecasting trading volumes 0 0 0 6 2 3 7 34
Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters 0 0 0 2 1 5 12 50
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 0 0 1 14 6 6 19 46
Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors 0 0 0 5 3 4 10 32
Likelihood inference in BL-GARCH models 0 1 3 5 2 5 13 35
Measuring cross-country technological catch-up through variable-parameter FDH 0 0 0 8 2 2 9 28
Minimum distance estimation of GARCH(1,1) models 0 0 0 50 3 3 5 126
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 0 0 17 3 4 8 72
Nonparametric expected shortfall forecasting incorporating weighted quantiles 0 0 0 12 3 4 19 55
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics 0 0 0 1 1 2 11 18
Total Journal Articles 0 3 11 365 53 85 235 1,459

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 3 5 8 13
Total Chapters 0 0 0 0 3 5 8 13

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Statistics updated 2026-05-06