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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
742016
A dynamic component model for forecasting high-dimensional realized covariance matrices
L Bauwens, M Braione, G Storti
Econometrics and Statistics 1, 40-61, 2017
262017
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
252020
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
252016
Multiplicative conditional correlation models for realized covariance matrices
L Bauwens, M Braione, G Storti
CORE DISCUSSION PAPER SERIES, 2020
122020
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
92014
A time-varying long run HEAVY model
M Braione
Statistics & Probability Letters 119, 36-44, 2016
52016
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
12023
Combining Multivariate Volatility Models
A Amendola, M Braione, V Candila, G Storti
Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2018
12018
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
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