Details about Manuela Braione
Access statistics for papers by Manuela Braione.
Last updated 2023-11-11. Update your information in the RePEc Author Service.
Short-id: pbr536
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Working Papers
2016
- 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)
- A time-varying long run HEAVY model
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (2)
See also Journal Article A time-varying long run HEAVY model, Statistics & Probability Letters, Elsevier (2016) View citations (2) (2016)
- 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 (7)
2014
- 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 Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices, Annals of Economics and Statistics, GENES (2016) View citations (3) (2016)
Journal Articles
2023
- Cohesion Policy Funds and local government autonomy: Evidence from Italian municipalities
Socio-Economic Planning Sciences, 2023, 87, (PB) View citations (1)
2016
- A time-varying long run HEAVY model
Statistics & Probability Letters, 2016, 119, (C), 36-44 View citations (2)
See also Working Paper A time-varying long run HEAVY model, LIDAM Discussion Papers CORE (2016) View citations (2) (2016)
- 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 Forecasting comparison of long term component dynamic models for realized covariance matrices, LIDAM Discussion Papers CORE (2014) View citations (14) (2014)
- Forecasting Value-at-Risk under Different Distributional Assumptions
Econometrics, 2016, 4, (1), 1-27 View citations (24)
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