Giuseppe Storti - Publications, H-index & Citations

Giuseppe Storti

university of salerno

12H指数

96论文数

431被引数

收录论文 9

发表时间

A Comparative Analysis of Green and Brown Stocks: The Impact of Uncertainty Indices on Tail-Risk Forecasting 绿色与棕色股票的比较分析：不确定性指数对尾部风险预测的影响

Forecasting

IF3.2

2026-04-10

PREAI

Naimoli, Antonio; Storti, Giuseppe

Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach

JOURNAL OF FORECASTING

IF2.7

2023-03-09

OAAI

Storti, Giuseppe; Wang, Chao

Deep learning for volatility forecasting in asset management 资产管理中波动率预测的深度学习

SOFT COMPUTING

IF2.5

2022-07-15

OAAI

Petrozziello, Alessio; Troiano, Luigi; Serra, Angela; Jordanov, Ivan; Storti, Giuseppe; Tagliaferri, Roberto; La Rocca, Michele

Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators

ECONOMIC MODELLING

IF4.7

2022-02-01

PREAI

Naimoli, Antonio; Gerlach, Richard; Storti, Giuseppe

Nonparametric expected shortfall forecasting incorporating weighted quantiles

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2022-01-01

OAAI

Storti, Giuseppe; Wang, Chao

A Model Confidence Set approach to the combination of multivariate volatility forecasts

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2020-07-01

PREAI

Amendola, Alessandra; Braione, Manuela; Candila, Vincenzo; Storti, Giuseppe

Heterogeneous component multiplicative error models for forecasting trading volumes

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2019-10-01

OAAI

Naimoli, Antonio; Storti, Giuseppe

Least-squares estimation of GARCH(1,1) models with heavy-tailed errors 具有重尾误差的GARCH(1,1) 模型的最小二乘估计

ECONOMETRICS JOURNAL

IF7

2017-07-20

PREAI

Preminger, Arie; Storti, Giuseppe

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

JOURNAL OF FORECASTING

IF2.7

2015-01-09

PREAI

Amendola, Alessandra; Storti, Giuseppe

研究方向