ANTONIO NAIMOLI | Publications
ANTONIO NAIMOLI 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 | |
| Modelling the persistence of Covid-19 positivity rate in Italy SOCIO-ECONOMIC PLANNING SCIENCES. Vol. 82. Pag.101225-101225 ISSN:0038-0121. | |
| Naimoli, Antonio | |
| Digital Object Identifier (DOI): 10.1016/j.seps.2022.101225 Codice identificativo ISI: WOS:000833547700001 Codice identificativo SCOPUS: 2-s2.0-85123928422 | |
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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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| 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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