Curriculum

Curriculum Docente

Curriculum (ITA)

Maggio 2016-presente: Professore Ordinario di Statistica Economica nel Dipartimento di Scienze Economiche e Statistiche dell’Università degli Studi di Salerno.

Gennaio 2004- Aprile 2016: Professore Associato di Statistica nel Dipartimento di Scienze Economiche e Statistiche dell’Università degli Studi di Salerno.

Febbraio 2001-Dicembre 2003: Ricercatore di Statistica Economica nel Dipartimento di Scienze Economiche e Statistiche dell’Università degli Studi di Salerno.

1999: Dottorato di Ricerca in Statistica presso l’Università “G. d’Annunzio” (Chieti)

1997: MSc in Environmental Statistics and Systems (with distinction), Department of Mathematics and Statistics, University of Lancaster (UK).

2018: Visiting professor presso la University of Sydney.

2017: Visiting professor presso la TU Dresden.

2016: Visiting professor presso la BI Norwegian Business School, Dipartimento di Economia, OSLO.

2015: Visiting scholar presso la Business School della University of Sydney .

2008, 2012: Visiting professor presso la Humboldt University di Berlino

2005, 2007, 2009 e 2011: Visiting professor presso il Center for Operations Research and Econometrics della Université Catholique de Louvain (Belgium).

External examiner nel PhD in Business Analytics (University of Sydney, 2015) e nel PhD in Economics (Université Catholique de Louvain, 2016)

Referee per numerose riviste internazionali,: Journal of Business and Economic Statistics, Journal of Financial Econometrics, Journal of Applied Econometrics, Computational Statistics, Computational Statistics and Data Analysis, Econometrics & Statistics, Statistical Methods and Applications, Communications in Statistics: Theory and Methods, Advances in Statistical Analysis, Italian Journal of Applied Statistics, Journal of International Money and Finance, European Journal of Finance, Quantitative Finance, International Journal of Computer Mathematics, Mathematics and Computers in Simulation, Bulletin of Economic Research.

Curriculum (EN)

May 2016 to now: Professor of Economic Statistics, Department of Economics and Statistics, University of Salerno.

January 2004 - April 2016: Associate Professor of Economic Statistics, Department of Economics and Statistics, University of Salerno.

February 2001 – December 2003: Assistant Professor of Economic Statistics, Department of Economics and Statistics, University of Salerno.

1999: PhD in Statistics, University “G. d’Annunzio” (Chieti)

1997: MSc in Environmental Statistics and Systems (with distinction), Department of Mathematics and Statistics, University of Lancaster (UK).

2018: Visiting professor at the University of Sydney

2017: Visiting professor at TU Dresden.

2016: Visiting professor at the BI Norwegian Business School, Department of Economics, OSLO.

2015: Visiting scholar at the Business School of the University of Sydney.

2008, 2012: Visiting professor at the Humboldt University of Berlin

2005, 2007, 2009, 2011: Visiting professor at the Center for Operations Research and Econometrics of the Université Catholique de Louvain (Belgium).

External examiner in the PhD Programme in Business Analytics (University of Sydney, 2015) and in the PhD Programme in Economics (Université Catholique de Louvain, 2016)

Referee for several international journals: Journal of Business and Economic Statistics, Journal of Financial Econometrics, Journal of Applied Econometrics, Computational Statistics, Computational Statistics and Data Analysis, Econometrics & Statistics, Statistical Methods and Applications, Communications in Statistics: Theory and Methods, Advances in Statistical Analysis, Italian Journal of Applied Statistics, Journal of International Money and Finance, European Journal of Finance, Quantitative Finance, International Journal of Computer Mathematics, Mathematics and Computers in Simulation, Bulletin of Economic Research.

Principali pubblicazioni

Naimoli A., Storti G. (2019) Heterogeneous component multiplicative error models for forecasting trading volumes, International Journal of Forecasting. Vol. 35. Pag.1332-1355
ISSN:0169-2070.

Preminger A., Storti G. (2017) Least squares estimation of GARCH (1,1) models with heavy tailed errors, The Econometrics Journal, Volume 20, Issue 2 (June 2017), pages 221-258.

Bauwens, L., Braione, M., Storti, G. (2017) A dynamic component model for forecasting high-dimensional realized covariance matrices, Econometrics & Statistics, 1 (January 2017) , pp 40-61.

Bauwens L., Braione M., Storti G., (2016) Forecasting comparison of long term component dynamic models, Annals of Economics and Statistics, no 123-124, pp 103-134.

Amendola A., Storti G. (2015). Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction, Journal of Forecasting, Volume 34, Issue 2, pages 83–91, March 2015, ISSN:0277-6693.

Bauwens L., Storti G. (2009) A component GARCH model with time varying weights, Studies in Nonlinear Dynamics and Econometrics, vol. 13.2, article 1, Spring 2009.

Amendola A., Storti G. (2008) A GMM procedure for combining volatility forecasts, Computational Statistics & Data Analysis, vol. 52/6, 3047-3060 (doi:10.1016/j.csda.2007.10.001).

Storti G. (2008) Modelling Asymmetries in Conditional Correlations by Multivariate BL-GARCH models, Statistical Methods & Applications, 17, 2, 251-274 (doi:10.1007/s10260-007-0066-4).

Storti G. (2006) Minimum Distance Estimation of GARCH(1,1) models (2006) Computational Statistics & Data Analysis, Vol 51/3, 1803-1821 (doi:10.1016/j.csda.2005.11.020).

Storti G., Vitale C. (2003) Likelihood inference in BL-GARCH models, Computational Statistics, vol. 18, 3, 387-400.

Storti G., Vitale C. (2003) BL-GARCH Models and Asymmetries in Volatility, Statistical Methods & Applications, vol. 12, 1, 19-40 (doi:10.1007/BF02511581).