Giuseppe Storti : Citation Profile


Are you Giuseppe Storti?

Università degli Studi di Salerno

4

H index

2

i10 index

56

Citations

RESEARCH PRODUCTION:

3

Articles

12

Papers

RESEARCH ACTIVITY:

   14 years (2000 - 2014). See details.
   Cites by year: 4
   Journals where Giuseppe Storti has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 5 (8.2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pst454
   Updated: 2017-03-18    RAS profile: 2015-03-13    
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Relations with other researchers


Works with:

Bauwens, Luc (2)

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

Is cited by:

Hafner, Christian (8)

McAleer, Michael (6)

Caporin, Massimiliano (6)

bouoiyour, jamal (5)

Laurent, Sébastien (4)

Haas, Markus (4)

Selmi, Refk (4)

Grassi, Stefano (3)

Bauwens, Luc (3)

Petraglia, Carmelo (2)

Weigand, Roland (2)

Cites to:

Bollerslev, Tim (14)

Engle, Robert (11)

Bauwens, Luc (6)

Zakoian, Jean-Michel (5)

Shephard, Neil (5)

West, Kenneth (4)

Rombouts, Jeroen (4)

Francq, Christian (4)

Jagannathan, Ravi (4)

White, Halbert (4)

Andersen, Torben (4)

Main data


Where Giuseppe Storti has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
Computing in Economics and Finance 2006 / Society for Computational Economics2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Giuseppe Storti (2017 and 2016)


YearTitle of citing document
2017Positive semidefinite integrated covariance estimation, factorizations and asynchronicity. (2017). Laurent, Sébastien ; Quaedvlieg, Rogier ; Lunde, Asger ; Boudt, Kris ; Sauri, Orimar . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:347-367.

Full description at Econpapers || Download paper

2016Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods. (2016). Muradoglu, Yaz ; Mobarek, Asma ; Jun, AI ; Mollah, Sabur . In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:1-11.

Full description at Econpapers || Download paper

2017On the influence of US monetary policy on crude oil price volatility. (2017). Scognamillo, Antonio ; Amendola, Alessandra ; Candila, Vincenzo . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1069-5.

Full description at Econpapers || Download paper

Works by Giuseppe Storti:


YearTitleTypeCited
2006A GARCH (1,1) ESTIMATOR WITH (ALMOST) NO MOMENT CONDITIONS ON THE ERROR TERM In: Working Papers.
[Full Text][Citation analysis]
paper2
2006A GARCH (1,1) estimator with (almost) no moment conditions on the error term.(2006) In: CORE Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
2009A Component GARCH Model with Time Varying Weights In: Studies in Nonlinear Dynamics & Econometrics.
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article22
2007A component GARCH model with time varying weights.(2007) In: CORE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2007A Component GARCH Model with Time Varying Weights.(2007) In: Discussion Papers (ECON - Département des Sciences Economiques).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2006A component GARCH model with time varying weights.(2006) In: Computing in Economics and Finance 2006.
[Citation analysis]
This paper has another version. Agregated cites: 22
paper
2012Computationally efficient inference procedures for vast dimensional realized covariance models In: CORE Discussion Papers.
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paper1
2012Dynamic conditional correlation models for realized covariance matrices In: CORE Discussion Papers.
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paper6
2006Minimum distance estimation of GARCH(1,1) models In: Computational Statistics & Data Analysis.
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article8
2008A GMM procedure for combining volatility forecasts In: Computational Statistics & Data Analysis.
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article3
2009Combination of multivariate volatility forecasts In: SFB 649 Discussion Papers.
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paper10
2014Least squares estimation for GARCH (1,1) model with heavy tailed errors In: MPRA Paper.
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paper0
2005Evaluating Business Incentives Through DEA. An Analysis on Capitalia Firm Data In: MPRA Paper.
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paper2
2000A NON LINEAR TIME SERIES APPROACH TO MODELLING ASYMMETRY IN STOCK MARKET INDEXES In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]
paper2
2006The combination of volatility forecasts In: Computing in Economics and Finance 2006.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 1 2017. Contact: CitEc Team