All Stories

  1. Least-squares estimation of GARCH(1,1) models with heavy-tailed errors

    Article • Econometrics Journal, June 2017, Wiley

    Professor Giuseppe Storti

  2. Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction

    Article • Journal of Forecasting, January 2015, Wiley

    Professor Giuseppe Storti