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Giuseppe Storti

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This is information that was supplied by Giuseppe Storti in registering through RePEc. If you are Giuseppe Storti , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Giuseppe
Middle Name:
Last Name: Storti
Suffix:

RePEc Short-ID: pst454

Email:
Homepage: http://www.unisa.it//Facolta/Economia/docenti/Storti/homepage.php
Postal Address:
Phone:

Affiliation

Dipartimento di Scienze Economiche e Statistiche (DISES)
Università degli Studi di Salerno
Location: Fisciano, Italy
Homepage: http://www.dises.unisa.it/
Email:
Phone: 089-963132
Fax: 089-962049
Postal: Via Ponte Don Melillo - 84084 Fisciano (SA)
Handle: RePEc:edi:dssalit (more details at EDIRC)

Works

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Working papers

  1. Alessandra Amendola & Giuseppe Storti, 2009. "Combination of multivariate volatility forecasts," SFB 649 Discussion Papers SFB649DP2009-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. PREMINGER, Arie & STORTI, Giuseppe, 2006. "A GARCH (1,1) estimator with (almost) no moment conditions on the error term," CORE Discussion Papers 2006068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Alessandra Amendola & Giuseppe Storti, 2006. "The combination of volatility forecasts," Computing in Economics and Finance 2006 496, Society for Computational Economics.
  4. Giuseppe Storti & Luc Bauwens, 2006. "A component GARCH model with time varying weights," Computing in Economics and Finance 2006 388, Society for Computational Economics.
  5. Giuseppe Storti & Alessandra Amendola, 2000. "A Non Linear Time Series Approach To Modelling Asymmetry In Stock Market Indexes," Computing in Economics and Finance 2000 97, Society for Computational Economics.

Articles

  1. Bauwens Luc & Storti Giuseppe, 2009. "A Component GARCH Model with Time Varying Weights," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(2), pages 1-33, May.
  2. Amendola, Alessandra & Storti, Giuseppe, 2008. "A GMM procedure for combining volatility forecasts," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3047-3060, February.
  3. Storti, G., 2006. "Minimum distance estimation of GARCH(1,1) models," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1803-1821, December.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2007-08-14 2009-04-18. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2007-08-14 2009-04-18. Author is listed
  3. NEP-FOR: Forecasting (1) 2009-04-18. Author is listed
  4. NEP-ORE: Operations Research (1) 2009-04-18. Author is listed
  5. NEP-RMG: Risk Management (1) 2007-08-14. Author is listed

Statistics

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Co-authorship network on CollEc

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