Antonio Naimoli

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Multiple measures realized GARCH models
 
2024-10-08Paper
Capturing measurement error bias in volatility forecasting by realized GARCH models
 
2024-10-02Paper
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics
Quantitative Finance
2021-09-03Paper


Research outcomes over time


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