Details about Manuela Braione

Access statistics for papers by Manuela Braione.

Last updated 2019-03-27. Update your information in the RePEc Author Service.

Short-id: pbr536

Working Papers

2016

1. A dynamic component model for forecasting high-dimensional realized covariance matrices
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (5)
2. A time-varying long run HEAVY model
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
   See also Journal Article in Statistics & Probability Letters (2016)
3. Multiplicative Conditional Correlation Models for Realized Covariance Matrices
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (3)

2014

4. Forecasting comparison of long term component dynamic models for realized covariance matrices
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (14)
   See also Journal Article in Annals of Economics and Statistics (2016)

Journal Articles

2016

1. A time-varying long run HEAVY model
   Statistics & Probability Letters, 2016, 119, (C), 36-44 View citations (1)
   See also Working Paper (2016)
2. Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices
   Annals of Economics and Statistics, 2016, (123-124), 103-134 View citations (3)
   See also Working Paper (2014)
3. Forecasting Value-at-Risk under Different Distributional Assumptions
   Econometrics, 2016, 4, (1), 1-27 View citations (21)