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Manuela Braione : Citation Profile


Are you Manuela Braione?

Université Catholique de Louvain

2

H index

0

i10 index

11

Citations

RESEARCH PRODUCTION:

3

Articles

4

Papers

RESEARCH ACTIVITY:

   3 years (2014 - 2017). See details.
   Cites by year: 3
   Journals where Manuela Braione has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 1 (8.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr536
   Updated: 2018-02-17    RAS profile: 2016-06-09    
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Relations with other researchers


Works with:

Storti, Giuseppe (4)

Bauwens, Luc (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Manuela Braione.

Is cited by:

Maheu, John (5)

Degiannakis, Stavros (2)

Jin, Xin (2)

Conrad, Christian (2)

Cites to:

Engle, Robert (11)

Shephard, Neil (8)

Noureldin, Diaa (5)

Laurent, Sébastien (5)

Sheppard, Kevin (5)

Bauwens, Luc (5)

Hafner, Christian (4)

Patton, Andrew (4)

Bollerslev, Tim (4)

Quaedvlieg, Rogier (3)

Storti, Giuseppe (2)

Main data


Where Manuela Braione has published?


Recent works citing Manuela Braione (2018 and 2017)


YearTitle of citing document
2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2017Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data. (2017). Degiannakis, Stavros ; Potamia, Artemis . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:176-190.

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2017A Low Price Correction for Improved Volatility Estimation and Forecasting. (2017). Siouris, George-Jason ; Karagrigoriou, Alex . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:45-:d:110079.

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2017Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices. (2017). Maheu, John ; Yang, Qiao ; Jin, Xin. In: MPRA Paper. RePEc:pra:mprapa:81920.

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2017FORECASTING VALUE-AT-RISK WITH TWO-STEP METHOD: GARCH-EXPONENTIATED ODD LOG-LOGISTIC NORMAL MODEL. (2017). Altun, Emrah ; Maksayi, Najmieh ; TATLIDIL, Huseyin ; Ozel, Gamze ; Alizadeh, Morad . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:4:p:97-115.

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Works by Manuela Braione:


YearTitleTypeCited
2014Forecasting comparison of long term component dynamic models for realized covariance matrices In: CORE Discussion Papers.
[Full Text][Citation analysis]
paper5
2016A dynamic component model for forecasting high-dimensional realized covariance matrices In: CORE Discussion Papers.
[Full Text][Citation analysis]
paper2
2017A dynamic component model for forecasting high-dimensional realized covariance matrices.(2017) In: Econometrics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2016A time-varying long run HEAVY model In: CORE Discussion Papers.
[Full Text][Citation analysis]
paper0
2016A time-varying long run HEAVY model.(2016) In: Statistics & Probability Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2016Multiplicative Conditional Correlation Models for Realized Covariance Matrices In: CORE Discussion Papers.
[Full Text][Citation analysis]
paper0
2016Forecasting Value-at-Risk under Different Distributional Assumptions In: Econometrics.
[Full Text][Citation analysis]
article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 12 2018. Contact: CitEc Team