Giuseppe STORTI | Publications
Giuseppe STORTI Publications
| 2020 | |
| Articolo in rivista | |
| A Model Confidence Set approach to the combination of multivariate volatility forecasts INTERNATIONAL JOURNAL OF FORECASTING. Pag.1-19 ISSN:0169-2070. | |
| Amendola, Alessandra; Storti, Giuseppe; Candila, Vincenzo; Braione, Manuela | |
| Digital Object Identifier (DOI): 10.1016/j.ijforecast.2019.10.001 Codice identificativo ISI: WOS:000539339300008 Codice identificativo SCOPUS: 2-s2.0-85079527132 | |
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| 2020 | |
| Articolo in rivista | |
| Financial Time Series: Methods and Models JOURNAL OF RISK AND FINANCIAL MANAGEMENT. Vol. 13. Pag.1-3 ISSN:1911-8074. | |
| Storti, Giuseppe; Caporin, Massimiliano | |
| Versione online | |
| Digital Object Identifier (DOI): 10.3390/jrfm13050086 Codice identificativo ISI: WOS:000542037300012 Codice identificativo SCOPUS: 2-s2.0-85165769286 | |
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| 2020 | |
| Articolo in rivista | |
| Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy ADVANCES IN MANAGEMENT AND APPLIED ECONOMICS. Vol. 10. Pag.185-202 ISSN:1792-7544. | |
| Amendola, Alessandra; Candila, Vincenzo; Sensini, Luca; Storti, Giuseppe | |
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| 2020 | |
| Articolo in rivista | |
| Discussion (invited) of: Linear mixed effects models for non-Gaussian continuous repeated measurement data; by Ozgur Asar, David Bolin, Peter J. Diggle and Jonas Wallin JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES C, APPLIED STATISTICS. Vol. 69. Pag.1060-1060 ISSN:1467-9876. | |
| Storti, Giuseppe; Coretto, Pietro | |
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187329Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms
| 2020 | |
| Articolo in rivista | |
| Governance, Innovation, Profitability, and Credit Risk: Evidence from Italian manufacturing firms INTERNATIONAL JOURNAL OF BUSINESS AND SOCIAL SCIENCE. Vol. 11. Pag.32-42 ISSN:2219-1933. | |
| Amendola, Alessandra; Storti, Giuseppe; Sensini, Luca; Candila, Vincenzo | |
| Versione online | |
| Digital Object Identifier (DOI): 10.30845/ijbss.v11n6a3 | |
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169380Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics
| 2020 | |
| Articolo in rivista | |
| Time-varying parameters Realized GARCH models for tracking attenuation bias in volatility dynamics QUANTITATIVE FINANCE. Vol. 20. Pag.1849-1878 ISSN:1469-7696. | |
| Gerlach, RICHARD HELMUT; Naimoli, Antonio; Storti, Giuseppe | |
| Digital Object Identifier (DOI): 10.1080/14697688.2020.1751257 Codice identificativo ISI: WOS:000566378300001 Codice identificativo SCOPUS: 2-s2.0-85090133753 | |
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| 2020 | |
| Articolo in rivista | |
| Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters JOURNAL OF RISK AND FINANCIAL MANAGEMENT. Vol. 13. Pag.1-23 ISSN:1911-8074. | |
| Coretto, Pietro; La Rocca, Michele; Storti, Giuseppe | |
| Digital Object Identifier (DOI): 10.3390/jrfm13040064 Codice identificativo ISI: WOS:000533889000015 Codice identificativo SCOPUS: 2-s2.0-85111168574 | |
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| 2020 | |
| Contributo in volume (Capitolo o Saggio) | |
| A Component Multiplicative Error Model for Realized Volatility Measures. In Nonparametric Statistics Pag.391-401 Cham Springer International Publishing. ISBN:978-3-030-57306-5 ISSN:2194-1009. | |
| Naimoli, Antonio; Storti, Giuseppe | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/978-3-030-57306-5_35 Codice identificativo SCOPUS: 2-s2.0-85097270286 | |
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| 2020 | |
| Contributo in volume (Capitolo o Saggio) | |
| Combining multiple frequencies in Realized GARCH models. In Book of Short Papers SIS 2020 Pag.1375-1380 London Pearson. ISBN:9788891910776 | |
| Naimoli, Antonio; Storti, Giuseppe | |
| Versione online | |
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