Manuela Braione
Manuela Braione
SOSE spa, Rome
Verified email at sose.it
Title
Cited by
Cited by
Year
Forecasting value-at-risk under different distributional assumptions
M Braione, NK Scholtes
Econometrics 4 (1), 3, 2016
382016
Forecasting comparison of long term component dynamic models for realized covariance matrices
L Bauwens, M Braione, G Storti
Annals of Economics and Statistics/Annales d'╔conomie et de Statistique, 103-134, 2016
172016
A dynamic component model for forecasting high-dimensional realized covariance matrices
L Bauwens, M Braione, G Storti
Econometrics and statistics 1, 40-61, 2017
122017
A time-varying long run HEAVY model
M Braione
Statistics & Probability Letters 119, 36-44, 2016
32016
Multiplicative conditional correlation models for realized covariance matrices
L Bauwens, M Braione, G Storti
CORE DISCUSSION PAPER SERIES, 2020
22020
A Model Confidence Set approach to the combination of multivariate volatility forecasts
A Amendola, M Braione, V Candila, G Storti
International Journal of Forecasting, 2020
12020
Modelling the Australian Electricity Spot Prices: A VAR-BEKK Approach
M Braione, D De Gaetano
Mathematical and Statistical Methods for Actuarial Sciences and Finance, 191-197, 2018
2018
Combining Multivariate Volatility Models
A Amendola, M Braione, V Candila, G Storti
Mathematical and Statistical Methods for Actuarial Sciences and Finance, 39-43, 2018
2018
Component dynamic models for realized covariance matrices
M Braione
Department of Business, Vrije Universiteit Brussel, Belgium, 2016
2016
Econometrics and Statistics
L Bauwens, M Braione, G Storti
2016
On the estimation of the Multiplicative MIDAS Realized DCC (MMReDCC) model in high dimension
L Bauwens, M Braione, G Storti
2015
Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework
M Braione, NK Scholtes
CORE Discussion Papers, 2014
2014
Construction of Value at-Risk forecasts under different distributional assumptions within a BEKK framework
N Scholtes, M Braione
2014
A Survey of Realized (Co) Volatility Estimators
M Braione
2013
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Articles 1–14