Manuela Braione : Citation Profile

4

H index

3

i10 index

81

Citations

RESEARCH PRODUCTION:

3

Articles

4

Papers

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 9
   Journals where Manuela Braione has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 1 (1.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr536
   Updated: 2026-04-04    RAS profile: 2023-11-11    
   Missing citations? Add them    Incorrect content? Let us know

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:

Storti, Giuseppe (8)

Bauwens, Luc (8)

Maheu, John (7)

Novales, Alfonso (4)

Amendola, Alessandra (4)

Golosnoy, Vasyl (4)

Xu, Yongdeng (4)

Gallo, Giampiero (3)

Degiannakis, Stavros (2)

Owusu Junior, Peterson (2)

Conrad, Christian (2)

Cites to:

Engle, Robert (17)

Shephard, Neil (13)

Bauwens, Luc (9)

Noureldin, Diaa (9)

Sheppard, Kevin (8)

Bollerslev, Tim (7)

Laurent, Sébastien (7)

Hafner, Christian (5)

Rodríguez-Pose, Andrés (5)

Lockwood, Ben (4)

Porcelli, Francesco (4)

Main data

Where Manuela Braione has published?

Recent works citing Manuela Braione (2025 and 2024)

YearTitle of citing document
2024Forecasting realized covariances using HAR-type models. (2024). Tafakori, Laleh ; Quiroz, Matias ; Manner, Hans. In: Papers. RePEc:arx:papers:2412.10791.

Full description at Econpapers || Download paper

2024Edgeworth expansions for multivariate random sums. (2024). Mazur, Stepan ; Loperfido, Nicola ; Javed, Farrukh. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:66-80.

Full description at Econpapers || Download paper

2025Quantifying political effects in the spatial allocation of public services. (2025). MacChione, Maria Sylvia ; Fredriksson, Anders. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:99:y:2025:i:c:s0038012125000291.

Full description at Econpapers || Download paper

2025Managing the Risk via the Chi-Squared Distribution in VaR and CVaR with the Use in Generalized Autoregressive Conditional Heteroskedasticity Model. (2025). Ma, Qiang ; Liu, Tao ; Soleymani, Fazlollah. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1410-:d:1642475.

Full description at Econpapers || Download paper

2024Forecasting Realized Covariances Using HAR-Type Models. (2024). Manner, Hans ; Tafakori, Laleh ; Quiroz, Matias. In: Graz Economics Papers. RePEc:grz:wpaper:2024-20.

Full description at Econpapers || Download paper

2025Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models. (2025). Jin, Xiaoye. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10779-y.

Full description at Econpapers || Download paper

2025EU Cohesion Policy and Digital Public Services. (2025). Resce, Giuliano ; Santangelo, Agapito Emanuele ; Caravaggio, Nicola. In: Economics & Statistics Discussion Papers. RePEc:mol:ecsdps:esdp25100.

Full description at Econpapers || Download paper

2024High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. (2024). Kuang, Wei. In: PLOS ONE. RePEc:plo:pone00:0303962.

Full description at Econpapers || Download paper

2024EU Cohesion Policies between Effectiveness and Equity: An Analysis of Italian Municipalities. (2024). cantabene, claudia ; Baraldi, Anna Laura ; de Iudicibus, Alessandro ; Fosco, Giovanni. In: MPRA Paper. RePEc:pra:mprapa:123048.

Full description at Econpapers || Download paper

Works by Manuela Braione:

YearTitleTypeCited
2014Forecasting comparison of long term component dynamic models for realized covariance matrices In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper24
2016A dynamic component model for forecasting high-dimensional realized covariance matrices In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper18
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]		article3
2016Forecasting Value-at-Risk under Different Distributional Assumptions In: Econometrics.
[Full Text][Citation analysis]		article27

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team