The following pages link to Giuseppe Storti (Q1023634):
Displayed 13 items.
- A GMM procedure for combining volatility forecasts (Q1023635) (← links)
- Modelling asymmetric volatility dynamics by multivariate BL-GARCH models (Q1039975) (← links)
- Likelihood inference in BL-GARCH models (Q1424647) (← links)
- Extended realized GARCH models (Q1627897) (← links)
- Measuring cross-country technological catch-up through variable-parameter FDH (Q1766962) (← links)
- A nonlinear time series approach to modelling asymmetry in stock market indexes (Q1766973) (← links)
- BL-GARCH models and asymmetries in volatility (Q1766989) (← links)
- (Q3295343) (← links)
- A Component GARCH Model with Time Varying Weights (Q3574741) (← links)
- Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction (Q4687534) (← links)
- Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics (Q4957245) (← links)
- Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors (Q5093957) (← links)
- (Q5386655) (← links)