Giuseppe STORTI | Publications
Giuseppe STORTI Publications
264838Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach
| 2023 | |
| Articolo in rivista | |
| Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach JOURNAL OF FORECASTING. Pag.1-16 ISSN:0277-6693. | |
| Storti, Giuseppe; Wang, Chao | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1002/for.2972 Codice identificativo ISI: WOS:000945859000001 Codice identificativo SCOPUS: 2-s2.0-85150507679 | |
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| 2023 | |
| Contributo in volume (Capitolo o Saggio) | |
| Adaptive combinations of tail-risk forecasts. In Book of the short papers - SIS 2023 Pag.293-298 ISBN:9788891935618 | |
| Amendola, Alessandra; Candila, Vincenzo; Naimoli, Antonio; Storti, Giuseppe | |
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| 2023 | |
| Contributo in volume (Capitolo o Saggio) | |
| Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models. In Models for Data Analysis Pag.141-159 Springer International Publishing. ISBN:978-3-031-15885-8 | |
| Gerlach, Richard; Naimoli, Antonio; Storti, Giuseppe | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/978-3-031-15885-8_10 | |
| Show it in Product Database (IRIS) |
