Giuseppe Storti
Università degli Studi di Salerno
H-index: 12
Europe-Italy
Top articles of Giuseppe Storti
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach
Journal of Forecasting
2023/11
Giuseppe Storti
H-Index: 8
Chao Wang
H-Index: 6
Boosting Credit Risk Data Quality using Machine Learning and eXplainable AI Techniques
Springer
2023/7/12
Adaptive combinations of tail-risk forecasts
2023
Deep learning for volatility forecasting in asset management
Soft Computing
2022/9
A multivariate semi-parametric portfolio risk optimization and forecasting framework
arXiv preprint arXiv:2207.04595
2022/7/11
Giuseppe Storti
H-Index: 8
Chao Wang
H-Index: 6
The Impact of Newspaper-Based Uncertainty Indices on Tail Risk Forecasting
2022/4/12
Giuseppe Storti
H-Index: 8
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Economic Modelling
2022/2/1
Giuseppe Storti
H-Index: 8
Nonparametric expected shortfall forecasting incorporating weighted quantiles
International Journal of Forecasting
2022/1/1
Giuseppe Storti
H-Index: 8
Chao Wang
H-Index: 6
Forecasting volatility and tail risk in electricity markets
Journal of Risk and Financial Management
2021/6/26
Giuseppe Storti
H-Index: 8
Multiple Measures Realized GARCH Models
2021/6/21
Giuseppe Storti
H-Index: 8
A GARCH-Type Model with Cross-Sectional Volatility Clusters
2021
Michele La Rocca
H-Index: 17
Giuseppe Storti
H-Index: 8
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics
Quantitative Finance
2020/11/1
Giuseppe Storti
H-Index: 8
Financial time series: Methods and models
2020/4/28
Massimiliano Caporin
H-Index: 21
Giuseppe Storti
H-Index: 8
Improving many volatility forecasts using cross-sectional volatility clusters
Journal of Risk and Financial Management
2020/3/29
Michele La Rocca
H-Index: 17
Giuseppe Storti
H-Index: 8
Time-Varying Realized GARCH Models for Tracking Measurement Error Bias in Volatility Forecasting
Available at SSRN 3553270
2020/3/12
Giuseppe Storti
H-Index: 8
Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting
2020/3/12
Giuseppe Storti
H-Index: 8
Discussion (invited) of: Linear mixed effects models for non-Gaussian continuous repeated measurement data; by Ozgur Asar, David Bolin, Peter J. Diggle and Jonas Wallin
JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES C, APPLIED STATISTICS
2020
Giuseppe Storti
H-Index: 8
Combining multiple frequencies in Realized GARCH models
2020
Giuseppe Storti
H-Index: 8
Corporate governance, investment, profitability and insolvency risk: Evidence from Italy
Advances in Management and Applied Economics
2020
Alessandra Amendola
H-Index: 10
Vincenzo Candila
H-Index: 5
Luca Sensini
H-Index: 11
Giuseppe Storti
H-Index: 8
A Component Multiplicative Error Model for Realized Volatility Measures
2020
Giuseppe Storti
H-Index: 8
Co-Authors
