| Forecasting value-at-risk under different distributional assumptions M Braione, NK Scholtes Econometrics 4 (1), 3, 2016 | 73 | 2016 |
| A dynamic component model for forecasting high-dimensional realized covariance matrices L Bauwens, M Braione, G Storti Econometrics and Statistics 1, 40-61, 2017 | 25 | 2017 |
| 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 | 24 | 2020 |
| 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'Économie et de Statistique, 103-134, 2016 | 23 | 2016 |
| Multiplicative conditional correlation models for realized covariance matrices L Bauwens, M Braione, G Storti CORE DISCUSSION PAPER SERIES, 2020 | 12 | 2020 |
| Forecasting comparison of long term component dynamic models for realized covariance matrices L Bauwens, M Braione, G Storti Annales d'Economie et de Statistique, 123-124,103, 2014 | 9 | 2014 |
| A time-varying long run HEAVY model M Braione Statistics & Probability Letters 119, 36-44, 2016 | 5 | 2016 |
| Cohesion Policy Funds and local government autonomy: Evidence from Italian municipalities V Atella, M Braione, G Ferrara, G Resce Socio-Economic Planning Sciences 87, 101586, 2023 | 1 | 2023 |
| Combining Multivariate Volatility Models A Amendola, M Braione, V Candila, G Storti Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2018 | 1 | 2018 |
| A Model Confidence Set approach to the combination of multivariate volatility forecasts (vol 36, pg 873, 2020) A Amendola, M Braione, V Candila, G Storti INTERNATIONAL JOURNAL OF FORECASTING 37 (3), 1316-1316, 2021 | | 2021 |
| Modelling the Australian Electricity Spot Prices: A VAR-BEKK Approach M Braione, DD Gaetano Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2018 | | 2018 |
| CORE DISCUSSION PAPER 2014/?? M Braione, NK Scholtes | | 2014 |
| Long term component dynamic models for realized covariance matrices LUC Bauwens, M Braione, G Storti Proceedings of the 47th Scientific Meeting of the Italian Statistical …, 2014 | | 2014 |
| A Survey of Realized (Co) Volatility Estimators M Braione | | 2013 |
Giuseppe StortiProfessore Ordinario di Statistica Economica, Università di Salerno在 unisa.it 的电子邮件经过验证
