Details about Andrea Bucci

Access statistics for papers by Andrea Bucci.

Last updated 2022-06-29. Update your information in the RePEc Author Service.

Short-id: pbu464

Working Papers

2021

1. Market Regime Detection via Realized Covariances: A Comparison between Unsupervised Learning and Nonlinear Models
   Papers, arXiv.org

2019

2. Cholesky-ANN models for predicting multivariate realized volatility
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Cholesky–ANN models for predicting multivariate realized volatility, Journal of Forecasting, John Wiley & Sons, Ltd. (2020) View citations (9) (2020)
3. Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (2)
4. Realized Volatility Forecasting with Neural Networks
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Realized Volatility Forecasting with Neural Networks, Journal of Financial Econometrics, Oxford University Press (2020) View citations (38) (2020)

2017

5. Forecasting realized volatility: a review
   MPRA Paper, University Library of Munich, Germany View citations (4)
   See also Journal Article Forecasting Realized Volatility A Review, Journal of Advanced Studies in Finance, ASERS Publishing (2017) View citations (4) (2017)

Journal Articles

2022

1. Market regime detection via realized covariances
   Economic Modelling, 2022, 111, (C) View citations (1)

2020

2. Cholesky–ANN models for predicting multivariate realized volatility
   Journal of Forecasting, 2020, 39, (6), 865-876 View citations (9)
   See also Working Paper Cholesky-ANN models for predicting multivariate realized volatility, MPRA Paper (2019) View citations (1) (2019)
3. Comment on: “The Italian NHS: What Lessons to Draw from COVID-19?”
   Applied Health Economics and Health Policy, 2020, 18, (5), 739-741
4. Realized Volatility Forecasting with Neural Networks
   Journal of Financial Econometrics, 2020, 18, (3), 502-531 View citations (38)
   Also in Journal of Financial Econometrics, 18, (3), 502-531 View citations (4)
   See also Working Paper Realized Volatility Forecasting with Neural Networks, MPRA Paper (2019) View citations (2) (2019)

2017

5. Forecasting Realized Volatility A Review
   Journal of Advanced Studies in Finance, 2017, 8, (2), 94-138 View citations (4)
   See also Working Paper Forecasting realized volatility: a review, MPRA Paper (2017) View citations (4) (2017)
6. Health Expenditure and All-Cause Mortality in the ‘Galaxy’ of Italian Regional Healthcare Systems: A 15-Year Panel Data Analysis
   Applied Health Economics and Health Policy, 2017, 15, (6), 773-783 View citations (11)