Manuela Braione : Citation Profile


Are you Manuela Braione?

3

H index

1

i10 index

31

Citations

RESEARCH PRODUCTION:

2

Articles

4

Papers

RESEARCH ACTIVITY:

   2 years (2014 - 2016). See details.
   Cites by year: 15
   Journals where Manuela Braione has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 1 (3.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr536
   Updated: 2020-05-23    RAS profile: 2019-03-27    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Bauwens, Luc (3)

Storti, Giuseppe (3)

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 (7)

Bauwens, Luc (2)

Jin, Xin (2)

Conrad, Christian (2)

Novales, Alfonso (2)

Degiannakis, Stavros (2)

Amendola, Alessandra (1)

Vander Elst, Harry (1)

Sobreira, Nuno (1)

Gallo, Giampiero (1)

Cites to:

Shephard, Neil (12)

Engle, Robert (11)

Sheppard, Kevin (7)

Noureldin, Diaa (7)

Bollerslev, Tim (6)

Laurent, Sébastien (5)

Bauwens, Luc (5)

Patton, Andrew (4)

Hafner, Christian (4)

Quaedvlieg, Rogier (3)

Andersen, Torben (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.

Full description at Econpapers || Download paper

2019DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations. (2019). Yongdeng, XU ; Luc, BAUWENS. In: CORE Discussion Papers. RePEc:cor:louvco:2019025.

Full description at Econpapers || Download paper

2018High-dimensional covariance forecasting based on principal component analysis of high-frequency data. (2018). Jian, Zhi Hong ; Zhu, Zhican ; Deng, Pingjun. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:422-431.

Full description at Econpapers || Download paper

2019On the asymmetric impact of macro–variables on volatility. (2019). Amendola, Alessandra ; Gallo, Giampiero M ; Candila, Vincenzo. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:135-152.

Full description at Econpapers || Download paper

2019Exponential smoothing of realized portfolio weights. (2019). Seifert, Miriam Isabel ; Gribisch, Bastian ; Golosnoy, Vasyl. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:222-237.

Full description at Econpapers || Download paper

2020Factor state–space models for high-dimensional realized covariance matrices of asset returns. (2020). Gribisch, Bastian ; Liesenfeld, Roman ; Hartkopf, Jan Patrick. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:1-20.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market. (2020). Sobreira, Nuno ; Louro, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305403.

Full description at Econpapers || Download paper

2019Heterogeneous component multiplicative error models for forecasting trading volumes. (2019). Storti, Giuseppe ; Naimoli, Antonio. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1332-1355.

Full description at Econpapers || Download paper

2018Interval Estimation of Value-at-Risk Based on Nonparametric Models. (2018). Khraibani, Hussein ; Strauss, Olivier ; Nehme, Bilal. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:47-:d:189422.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Smoothing it Out: Empirical and Simulation Results for Disentangled Realized Covariances. (2017). Elst, Harry Vander ; Veredas, David. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:15:y:2017:i:1:p:106-138..

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Heterogeneous component multiplicative error models for forecasting trading volumes. (2019). Storti, Giuseppe ; Naimoli, Antonio. In: MPRA Paper. RePEc:pra:mprapa:93802.

Full description at Econpapers || Download paper

2018Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices. (2018). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Working Paper series. RePEc:rim:rimwps:18-02.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Value at risk forecasting for volatility index. (2017). Park, Seul-Ki ; Shin, Dong Wan ; Choi, Ji-Eun. In: Applied Economics Letters. RePEc:taf:apeclt:v:24:y:2017:i:21:p:1613-1620.

Full description at Econpapers || Download paper

2019A dominance approach for comparing the performance of VaR forecasting models. (2019). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1923.

Full description at Econpapers || Download paper

2019Volatility specifications versus probability distributions in VaR forecasting. (2019). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1926.

Full description at Econpapers || Download paper

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]
paper11
2016A dynamic component model for forecasting high-dimensional realized covariance matrices In: CORE Discussion Papers.
[Full Text][Citation analysis]
paper8
2016A time-varying long run HEAVY model In: CORE Discussion Papers.
[Full Text][Citation analysis]
paper1
2016A time-varying long run HEAVY model.(2016) In: Statistics & Probability Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2016Multiplicative Conditional Correlation Models for Realized Covariance Matrices In: CORE Discussion Papers.
[Full Text][Citation analysis]
paper2
2016Forecasting Value-at-Risk under Different Distributional Assumptions In: Econometrics.
[Full Text][Citation analysis]
article9

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team