Giuseppe Storti

Available identifiers

zbMath Open storti.giuseppeWikidataQ111939604 ScholiaQ111939604MaRDI QIDQ1023634

List of research outcomes

Publication	Date of Publication	Type
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
https://portal.mardi4nfdi.de/entity/Q3295343	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
https://portal.mardi4nfdi.de/entity/Q5386655	2008-05-14	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
BL-GARCH models and asymmetries in volatility	2005-03-03	Paper
Likelihood inference in BL-GARCH models	2004-03-16	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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