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Jump to: 83893 | 93802 | 99398 | 112588
Number of items: 4.

83893

Gerlach, Richard and Naimoli, Antonio and Storti, Giuseppe (2018): Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting.

93802

Naimoli, Antonio and Storti, Giuseppe (2019): Heterogeneous component multiplicative error models for forecasting trading volumes.

99398

Gerlach, Richard and Naimoli, Antonio and Storti, Giuseppe (2020): Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics. Forthcoming in: Quantitative Finance (2020)

112588

Naimoli, Antonio (2022): The information content of sentiment indices for forecasting Value at Risk and Expected Shortfall in equity markets.

This list was generated on Tue Nov 29 03:36:19 2022 CET.
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