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Details about Manuela Braione

E-mail:
Homepage:https://independent.academia.edu/ManuelaBraione
Workplace:Soluzioni per il sistema economico SOSE S.p.A.

Access statistics for papers by Manuela Braione.

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

Short-id: pbr536


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Working Papers

2016

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

2014

  1. Forecasting comparison of long term component dynamic models for realized covariance matrices
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (7)
    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 Downloads 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 Downloads View citations (3)
    See also Working Paper (2014)
  3. Forecasting Value-at-Risk under Different Distributional Assumptions
    Econometrics, 2016, 4, (1), 1-27 Downloads View citations (7)
 
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