Giuseppe STORTI | Publications
Giuseppe STORTI Publications
| 2014 | |
| Contributo in Atti di convegno | |
| Long term component dynamic models for realized covariance matrices. In: Proceedings of the 47th Scientific Meeting of the Italian Statistical Society Cagliari CUEC Cooperativa Universitaria Editrice Cagliaritana Pag.1-7 ISBN:9788884678744 | |
| 47th Scientific Meeting of the Italian Statistical Society Cagliari June 11-13, 2014 | |
| Bauwens, LUC CLAUDE A; Braione, Manuela; Storti, Giuseppe | |
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| 2014 | |
| Contributo in volume (Capitolo o Saggio) | |
| L'Analisi dei Flussi Turistici. In AA.VV. Analisi dei Flussi Turistici e Profilo dei Visitatori di Villa San Michele Pag.15-41 Napoli Edizioni Scientifiche Italiane. ISBN:9788849528374 | |
| Cesale, Giancarlo; Storti, Giuseppe | |
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| 2014 | |
| Contributo in volume (Capitolo o Saggio) | |
| Combining information at different frequencies in multivariate volatility prediction. In AA VV Proceedings of Compstat 2014 Pag.187-196 The Hague The International Statistical Institute/International Association for Statistical Computing. ISBN:9782839913478 | |
| Amendola, Alessandra; Storti, Giuseppe | |
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| 2014 | |
| Contributo in volume (Capitolo o Saggio) | |
| A Thick Modeling Approach to Multivariate Volatility Prediction. In AA.VV. Advances in Latent Variables Pag.207-217 Berlin-Heidelberg Springer. ISBN:9783319029665 | |
| Amendola, Alessandra; Storti, Giuseppe | |
| Digital Object Identifier (DOI): 10.1007/10104_2014_18 Codice identificativo SCOPUS: 2-s2.0-85060293585 | |
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| 2014 | |
| Contributo in volume (Capitolo o Saggio) | |
| Forecasting comparison of long term componentdynamic models for realized covariance matrices. In Luc Bauwens, Manuela Braione, Giuseppe Storti Forecasting comparison of long term component dynamic models for realized covariance matrices Pag.1-31 Louvain la Neuve Center for Operations Research and Econometrics, Université Catholique de Louvain. ISSN:0771-3894. | |
| L., Bauwens; M., Braione; Storti, Giuseppe | |
| Versione online | |
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