Manuela Braione : Citation Profile


Are you Manuela Braione?

4

H index

3

i10 index

72

Citations

RESEARCH PRODUCTION:

3

Articles

4

Papers

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 8
   Journals where Manuela Braione has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 1 (1.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr536
   Updated: 2024-01-16    RAS profile: 2023-11-11    
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Relations with other researchers


Works with:

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

Is cited by:

Bauwens, Luc (8)

Storti, Giuseppe (8)

Maheu, John (7)

Novales, Alfonso (4)

Amendola, Alessandra (4)

Golosnoy, Vasyl (4)

Gallo, Giampiero (3)

Jin, Xin (2)

Di Iorio, Francesca (2)

Trucíos, Carlos (2)

Conrad, Christian (2)

Cites to:

Engle, Robert (17)

Shephard, Neil (13)

Bauwens, Luc (9)

Sheppard, Kevin (8)

Noureldin, Diaa (7)

Bollerslev, Tim (7)

Laurent, Sébastien (7)

Hafner, Christian (5)

Rodríguez-Pose, Andrés (5)

Patton, Andrew (4)

Lockwood, Ben (4)

Main data


Where Manuela Braione has published?


Recent works citing Manuela Braione (2024 and 2023)


YearTitle of citing document
2023Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model. (2023). Hartkopf, Jan Patrick ; Gribisch, Bastian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:43-64.

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2023Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach. (2023). Trucíos, Carlos ; Hallin, Marc ; Trucios, Carlos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:1-15.

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2023Unrestricted maximum likelihood estimation of multivariate realized volatility models. (2023). Golosnoy, Vasyl ; Vogler, Jan. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1063-1074.

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2023Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures. (2023). Reh, Laura ; Hartkopf, Jan Patrick. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005019.

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2023DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations. (2023). Bauwens, Luc ; Xu, Yongdeng. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:938-955.

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2023Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models. (2023). Hartkopf, Jan Patrick. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02245-1.

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Works by Manuela Braione:


YearTitleTypeCited
2014Forecasting comparison of long term component dynamic models for realized covariance matrices In: LIDAM Discussion Papers CORE.
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paper22
2016A dynamic component model for forecasting high-dimensional realized covariance matrices In: LIDAM Discussion Papers CORE.
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paper17
2016A time-varying long run HEAVY model In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
paper2
2016A time-varying long run HEAVY model.(2016) In: Statistics & Probability Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2016Multiplicative Conditional Correlation Models for Realized Covariance Matrices In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
paper7
2023Cohesion Policy Funds and local government autonomy: Evidence from Italian municipalities In: Socio-Economic Planning Sciences.
[Full Text][Citation analysis]
article0
2016Forecasting Value-at-Risk under Different Distributional Assumptions In: Econometrics.
[Full Text][Citation analysis]
article24

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