Giuseppe STORTI | Publications
Giuseppe STORTI Publications
| 2022 | |
| Articolo in rivista | |
| Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators ECONOMIC MODELLING. Vol. 107. Pag.105701-105701 ISSN:0264-9993. | |
| Naimoli, Antonio; Gerlach, RICHARD HELMUT; Storti, Giuseppe | |
| Digital Object Identifier (DOI): 10.1016/j.econmod.2021.105701 Codice identificativo ISI: WOS:000773501700006 Codice identificativo SCOPUS: 2-s2.0-85121865696 | |
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| 2022 | |
| Articolo in rivista | |
| Deep learning for volatility forecasting in asset management SOFT COMPUTING. Vol. 26. Pag.8553-8574 ISSN:1432-7643. | |
| Petrozziello, A.; Troiano, L.; Serra, A.; Jordanov, I.; Storti, G.; Tagliaferri, R.; La Rocca, M. | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/s00500-022-07161-1 Codice identificativo ISI: WOS:000825907200002 Codice identificativo SCOPUS: 2-s2.0-85134375872 | |
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| 2022 | |
| Articolo in rivista | |
| Nonparametric expected shortfall forecasting incorporating weighted quantiles INTERNATIONAL JOURNAL OF FORECASTING. Pag.1-35 ISSN:0169-2070. | |
| Storti, Giuseppe; Wang, Chao | |
| Codice identificativo ISI: WOS:000731303000014 Codice identificativo SCOPUS: 2-s2.0-85106091744 | |
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| 2022 | |
| Contributo in volume (Capitolo o Saggio) | |
| The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting. In Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.359-364 Springer International Publishing. ISBN:978-3-030-99638-3 | |
| Naimoli, Antonio; Storti, Giuseppe | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/978-3-030-99638-3_58 | |
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| 2022 | |
| Contributo in volume (Capitolo o Saggio) | |
| Multiple Measures Realized GARCH Models. In Studies in Theoretical and Applied Statistics Pag.349-368 Springer International Publishing. ISBN:978-3-031-16609-9 | |
| Naimoli, Antonio; Storti, Giuseppe | |
| Digital Object Identifier (DOI): 10.1007/978-3-031-16609-9_21 Codice identificativo SCOPUS: 2-s2.0-85151052910 | |
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