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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
562009
Dynamic conditional correlation models for realized covariance matrices
L Bauwens, G Storti, F Violante
CORE DP 60, 104-108, 2012
552012
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
312008
Model uncertainty and forecast combination in high‐dimensional multivariate volatility prediction
A Amendola, G Storti
Journal of Forecasting 34 (2), 83-91, 2015
252015
A dynamic component model for forecasting high-dimensional realized covariance matrices
L Bauwens, M Braione, G Storti
Econometrics and statistics 1, 40-61, 2017
242017
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
232020
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
222016
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
182022
Minimum distance estimation of GARCH (1, 1) models
G Storti
Computational statistics & data analysis 51 (3), 1803-1821, 2006
172006
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
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
Likelihood inference in BL-GARCH models
G Storti, C Vitale
Computational Statistics 18 (3), 387-400, 2003
132003
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
112022
Nonparametric expected shortfall forecasting incorporating weighted quantiles
G Storti, C Wang
International Journal of Forecasting 38 (1), 224-239, 2022
112022
Multiplicative conditional correlation models for realized covariance matrices
L Bauwens, M Braione, G Storti
CORE DISCUSSION PAPER SERIES, 2020
112020
Forecasting comparison of long term component dynamic models for realized covariance matrices
L Bauwens, M Braione, G Storti
Annales d'Economie et de Statistique, 123-124,103, 2014
102014
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
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
92020
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