Pubblicazioni

ANTONIO NAIMOLI Pubblicazioni


2025
Contributo in volume (Capitolo o Saggio)
Forecasting VaR and ES from high-frequency quantiles and consistent loss functions.
In AA.VV Sustainability, Innovation and Digitalization: Statistical Measurement for Economic Analysis - Book of Short Papers, 3rd Italian Conference on Economic Statistics (ICES 2025) Pag.209-212 Enzo Albano Editore.
ISBN:9791280655523
Naimoli, Antonio; Okhrin, Ostap; Storti, Giuseppe
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