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Number of items: 3.

8 January 2018

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

9 May 2019

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

12 March 2020

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)

This list was generated on Sat Jun 6 23:40:39 2020 CEST.
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