Giuseppe Storti
Giuseppe Storti
Professore Ordinario di Statistica Economica, UniversitÓ di Salerno
Verified email at unisa.it
Title
Cited by
Cited by
Year
A component GARCH model with time varying weights
L Bauwens, G Storti
Studies in Nonlinear Dynamics & Econometrics 13 (2), 2009
452009
BL-GARCH models and asymmetries in volatility
G Storti, C Vitale
Statistical Methods and Applications 12 (1), 19-39, 2003
392003
Dynamic conditional correlation models for realized covariance matrices
L Bauwens, G Storti, F Violante
CORE DP 60, 104-108, 2012
332012
A GMM procedure for combining volatility forecasts
A Amendola, G Storti
Computational Statistics & Data Analysis 52 (6), 3047-3060, 2008
302008
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction
A Amendola, G Storti
Journal of Forecasting 34 (2), 83-91, 2015
202015
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
Minimum distance estimation of GARCH (1, 1) models
G Storti
Computational statistics & data analysis 51 (3), 1803-1821, 2006
162006
Measuring cross-country technological catch-up through variable-parameter FDH
S Destefanis, G Storti
Statistical Methods and Applications 11 (1), 109-125, 2002
142002
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
Likelihood inference in BL-GARCH models
G Storti, C Vitale
Computational Statistics 18 (3), 387-400, 2003
112003
Least‐squares estimation of GARCH (1, 1) models with heavy‐tailed errors
A Preminger, G Storti
The Econometrics Journal 20 (2), 221-258, 2017
82017
A non-linear time series approach to modelling asymmetry in stock market indexes
A Amendola, G Storti
Statistical Methods and Applications 11 (2), 201-216, 2002
72002
A threshold model for the rainfall-flow non-linearity
A Amendola, G Storti
Book of short papers, 1999
71999
Modelling asymmetric volatility dynamics by multivariate BL-GARCH models
G Storti
Statistical Methods and Applications 17 (2), 251-274, 2008
62008
Computationally efficient inference procedures for vast dimensional realized covariance models
L Bauwens, G Storti
Complex Models and Computational Methods in Statistics, 37-49, 2013
52013
Combination of multivariate volatility forecasts
A Amendola, G Storti
Humboldt-Universitńt zu Berlin, Wirtschaftswissenschaftliche Fakultńt, 2009
52009
A state space framework for forecasting non-stationary economic time series
G Storti
Quaderni di Statistica 1, 121-142, 1999
51999
Combination of multivariate volatility forecasts, SFB 649 Economic Risk
A Amendola, G Storti
Discussion Paper 2009-007, 2009
42009
The CPV model: a state space generalization of GARCH processes
G Storti
Proceedings of the conference SCO 99," Modelli Complessi e Metodiá…, 1999
41999
Multiplicative conditional correlation models for realized covariance matrices
L Bauwens, M Braione, G Storti
CORE DISCUSSION PAPER SERIES, 2020
22020
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Articles 1–20