Giuseppe Storti

Available identifiers

Publication	Date of Publication	Type
Multiple measures realized GARCH models	2024-10-08	Paper
Capturing measurement error bias in volatility forecasting by realized GARCH models	2024-10-02	Paper
Least‐squares estimation of GARCH(1,1) models with heavy‐tailed errors	2022-08-02	Paper
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics	2021-09-03	Paper
Combining information at different frequencies in multivariate volatility prediction	2020-07-08	Paper
Extended realized GARCH models	2018-12-03	Paper
Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction	2018-10-12	Paper
A component GARCH model with time varying weights	2010-07-02	Paper
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models	2009-11-23	Paper
A GMM procedure for combining volatility forecasts	2009-06-12	Paper
Non-linear dynamics in the industrial production index	2008-05-14	Paper
BL-GARCH models and asymmetries in volatility	2005-03-03	Paper
Measuring cross-country technological catch-up through variable-parameter FDH	2005-03-03	Paper
A nonlinear time series approach to modelling asymmetry in stock market indexes	2005-03-03	Paper
Likelihood inference in BL-GARCH models	2004-03-16	Paper

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