Follow
Giuseppe Storti
Giuseppe Storti
Professore Ordinario di Statistica Economica, Università di Salerno
Verified email at unisa.it
Title
Cited by
Cited by
Year
Dynamic conditional correlation models for realized covariance matrices
L Bauwens, G Storti, F Violante
CORE DP 60, 104-108, 2012
572012
A component GARCH model with time varying weights
L Bauwens, G Storti
Studies in Nonlinear Dynamics & Econometrics 13 (2), 2009
572009
BL-GARCH models and asymmetries in volatility
G Storti, C Vitale
Statistical Methods and Applications 12, 19-39, 2003
472003
A GMM procedure for combining volatility forecasts
A Amendola, G Storti
Computational Statistics & Data Analysis 52 (6), 3047-3060, 2008
332008
Model uncertainty and forecast combination in high‐dimensional multivariate volatility prediction
A Amendola, G Storti
Journal of Forecasting 34 (2), 83-91, 2015
292015
A model confidence set approach to the combination of multivariate volatility forecasts
A Amendola, M Braione, V Candila, G Storti
International Journal of Forecasting 36 (3), 873-891, 2020
262020
A dynamic component model for forecasting high-dimensional realized covariance matrices
L Bauwens, M Braione, G Storti
Econometrics and Statistics 1, 40-61, 2017
262017
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'Économie et de Statistique, 103-134, 2016
252016
Deep learning for volatility forecasting in asset management
A Petrozziello, L Troiano, A Serra, I Jordanov, G Storti, R Tagliaferri, ...
Soft Computing 26 (17), 8553-8574, 2022
232022
Minimum distance estimation of GARCH (1, 1) models
G Storti
Computational statistics & data analysis 51 (3), 1803-1821, 2006
182006
Measuring cross-country technological catch-up through variable-parameter FDH
S Destefanis, G Storti
Statistical Methods and Applications 11, 109-125, 2002
172002
Corporate governance, investment, profitability and insolvency risk: Evidence from Italy
A Amendola, V Candila, L Sensini, G Storti
Advances in Management and Applied Economics 4 (10), 185-202, 2020
152020
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
A Naimoli, R Gerlach, G Storti
Economic Modelling 107, 105701, 2022
132022
Nonparametric expected shortfall forecasting incorporating weighted quantiles
G Storti, C Wang
International Journal of Forecasting 38 (1), 224-239, 2022
132022
Least‐squares estimation of GARCH (1, 1) models with heavy‐tailed errors
A Preminger, G Storti
The Econometrics Journal 20 (2), 221-258, 2017
132017
Multiplicative conditional correlation models for realized covariance matrices
L Bauwens, M Braione, G Storti
CORE DISCUSSION PAPER SERIES, 2020
122020
Likelihood inference in BL-GARCH models
G Storti, C Vitale
Computational Statistics 18 (3), 387-400, 2003
122003
Governance, innovation, profitability, and credit risk: Evidence from Italian manufacturing firms
A Amendola, V Candila, L Sensini, G Storti
International Journal of Business and Social Science 6 (11), 32-42, 2020
112020
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics
R Gerlach, A Naimoli, G Storti
Quantitative Finance 20 (11), 1849-1878, 2020
102020
A non-linear time series approach to modelling asymmetry in stock market indexes
A Amendola, G Storti
Statistical Methods and Applications 11, 201-216, 2002
102002
The system can't perform the operation now. Try again later.
Articles 1–20