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 8 9 422
A Dynamic Component Model for Forecasting High-Dimensional Realized Covariances Matrices 0 0 0 6 2 5 7 28
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 1 2 5 536
A component GARCH model with time varying weights 0 0 0 0 3 6 10 1,062
A component GARCH model with time varying weights 0 0 0 87 0 1 1 288
A component GARCH model with time varying weights 0 0 0 14 2 3 4 67
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 0 1 2 4 45
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 68 0 1 2 150
A semi-parametric dynamic conditional correlation framework for risk forecasting 0 0 1 20 0 0 4 16
Combination of multivariate volatility forecasts 0 0 0 98 0 2 5 175
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 34 1 3 3 103
Computationally efficient inference procedures for vast dimensional realized covariance models 0 0 0 2 2 4 4 33
Dynamic conditional correlation models for realized covariance matrices 0 0 5 130 1 5 16 380
Evaluating Business Incentives Through DEA. An Analysis on Capitalia Firm Data 0 0 0 17 3 5 5 83
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 0 0 2 2 23
Forecasting comparison of long term component dynamic models for realized covariance matrices 0 0 0 39 0 0 2 87
Heterogeneous component multiplicative error models for forecasting trading volumes 0 0 0 39 2 2 6 61
Least squares estimation for GARCH (1,1) model with heavy tailed errors 0 0 0 54 0 0 1 83
Least squares estimation for GARCH (1,1) model with heavy tailed errors 0 1 2 38 0 1 3 73
Modelling uncertainty in financial tail risk: a forecast combination and weighted quantile approach 0 0 0 21 0 0 0 26
Multiplicative Conditional Correlation Models for Realized Covariance Matrices 0 0 0 37 2 4 7 110
Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles 0 0 1 18 2 3 4 24
The combination of volatility forecasts 0 0 0 0 2 4 6 260
Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting 0 0 0 16 0 1 3 31
Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting 0 0 0 48 4 9 10 60
Total Working Papers 0 1 10 1,334 28 73 123 4,361

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 10 13 329
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 1 1 3 25 2 5 12 81
A dynamic component model for forecasting high-dimensional realized covariance matrices 0 0 0 16 0 1 1 101
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 2 2 2 4 18
BL-GARCH models and asymmetries in volatility 0 0 0 0 2 5 6 29
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 0 0 1 14 2 3 12 46
Financial Time Series: Methods and Models 0 0 3 15 2 4 8 38
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices 0 0 0 12 1 3 5 92
Forecasting Volatility and Tail Risk in Electricity Markets 0 0 0 7 1 4 5 24
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 1 5 8 44
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators 0 0 1 14 2 3 9 35
Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors 0 0 1 5 3 4 5 26
Likelihood inference in BL-GARCH models 1 2 2 4 1 4 4 26
Measuring cross-country technological catch-up through variable-parameter FDH 0 0 0 8 1 3 4 23
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 1 1 2 65
Nonparametric expected shortfall forecasting incorporating weighted quantiles 0 0 0 12 2 7 11 45
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics 0 0 0 1 1 4 7 12
Total Journal Articles 2 3 13 362 27 68 119 1,318

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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09