Manuela Braione
Manuela Braione
SOLUZIONI PER IL SISTEMA ECONOMICO (SOSE), Rome
Verified email at sose.it - Homepage
Title
Cited by
Cited by
Year
Forecasting value-at-risk under different distributional assumptions
M Braione, NK Scholtes
Econometrics 4 (1), 3, 2016
462016
Forecasting comparison of long term component dynamic models for realized covariance matrices
L Bauwens, M Braione, G Storti
Annals of Economics and Statistics/Annales d'╔conomie et de Statistique, 103-134, 2016
212016
A dynamic component model for forecasting high-dimensional realized covariance matrices
L Bauwens, M Braione, G Storti
Econometrics and Statistics 1, 40-61, 2017
172017
A time-varying long run HEAVY model
M Braione
Statistics & Probability Letters 119, 36-44, 2016
52016
Multiplicative conditional correlation models for realized covariance matrices
L Bauwens, M Braione, G Storti
CORE DISCUSSION PAPER SERIES, 2020
42020
A Model Confidence Set approach to the combination of multivariate volatility forecasts
A Amendola, M Braione, V Candila, G Storti
International Journal of Forecasting 36 (3), 873-891, 2020
12020
A Dynamic Component Model for Forecasting High-Dimensional Realized Covariances Matrices
L Bawens, M Braione, G Storti
Dipartimento di Scienze Economiche e Statistiche, UniversitÓ degli Studi diá…, 2020
2020
Modelling the Australian Electricity Spot Prices: A VAR-BEKK Approach
M Braione, D De Gaetano
Mathematical and Statistical Methods for Actuarial Sciences and Finance, 191-197, 2018
2018
Combining Multivariate Volatility Models
A Amendola, M Braione, V Candila, G Storti
Mathematical and Statistical Methods for Actuarial Sciences and Finance, 39-43, 2018
2018
A Survey of Realized (Co) Volatility Estimators
M Braione
2013
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