Search Results - Braione, Manuela

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  1. 1
    Forecasting value-at-risk under different distributional assumptions

    Forecasting value-at-risk under different distributional assumptions by Braione, Manuela, Scholtes, Nicolas K

    Published in Econometrics
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  2. 2
    A time-varying long run HEAVY model

    A time-varying long run HEAVY model by Braione, Manuela

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  3. 3
    Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices

    Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices by Luc Bauwens, Manuela Braione, Giuseppe Storti

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  4. 4
    A Model Confidence Set approach to the combination of multivariate volatility forecasts

    A Model Confidence Set approach to the combination of multivariate volatility forecasts by Amendola, Alessandra, Braione, Manuela, Candila, Vincenzo, Storti, Giuseppe

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  5. 5
    Cohesion Policy Funds and local government autonomy: Evidence from Italian municipalities

    Cohesion Policy Funds and local government autonomy: Evidence from Italian municipalities by Atella, Vincenzo, Braione, Manuela, Ferrara, Giancarlo, Resce, Giuliano

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  6. 6
    A dynamic component model for forecasting high-dimensional realized covariance matrices

    A dynamic component model for forecasting high-dimensional realized covariance matrices by Bauwens, Luc, Braione, Manuela, Storti, Giuseppe

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