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Manuela Braione

Personal Details

First Name:Manuela
Middle Name:
Last Name:Braione
Suffix:
RePEc Short-ID:pbr536
https://independent.academia.edu/ManuelaBraione

Affiliation

Soluzioni per il sistema economico SOSE S.p.A. (SOSE)

https://www.sose.it/
roma

Research output

as
Jump to: Working papers Articles

Working papers

  1. BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2016. "A dynamic component model for forecasting high-dimensional realized covariance matrices," CORE Discussion Papers 2016001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2016. "Multiplicative Conditional Correlation Models for Realized Covariance Matrices," CORE Discussion Papers 2016041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. BRAIONE, Manuela, 2016. "A time-varying long run HEAVY model," CORE Discussion Papers 2016002, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2014. "Forecasting comparison of long term component dynamic models for realized covariance matrices," CORE Discussion Papers 2014053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Manuela Braione & Nicolas K. Scholtes, 2016. "Forecasting Value-at-Risk under Different Distributional Assumptions," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 1-27, January.
  2. Braione, Manuela, 2016. "A time-varying long run HEAVY model," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 36-44.
  3. Luc Bauwens & Manuela Braione & Giuseppe Storti, 2016. "Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices," Annals of Economics and Statistics, GENES, issue 123-124, pages 103-134.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2016. "A dynamic component model for forecasting high-dimensional realized covariance matrices," CORE Discussion Papers 2016001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. BRAIONE, Manuela, 2016. "A time-varying long run HEAVY model," CORE Discussion Papers 2016002, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Conrad, Christian & Stuermer, Karin, 2017. "On the economic determinants of optimal stock-bond portfolios: international evidence," Working Papers 0636, University of Heidelberg, Department of Economics.
    3. Jin, Xin & Maheu, John M & Yang, Qiao, 2017. "Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices," MPRA Paper 81920, University Library of Munich, Germany.

  2. BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2014. "Forecasting comparison of long term component dynamic models for realized covariance matrices," CORE Discussion Papers 2014053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Xin Jin & John M. Maheu, 2014. "Bayesian Semiparametric Modeling of Realized Covariance Matrices," Working Paper series 34_14, Rimini Centre for Economic Analysis.
    2. Conrad, Christian & Stuermer, Karin, 2017. "On the economic determinants of optimal stock-bond portfolios: international evidence," Working Papers 0636, University of Heidelberg, Department of Economics.
    3. Jin, Xin & Maheu, John M & Yang, Qiao, 2017. "Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices," MPRA Paper 81920, University Library of Munich, Germany.
    4. Harry Vander Elst & David Veredas, 2017. "Smoothing it Out: Empirical and Simulation Results for Disentangled Realized Covariances," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 15(1), pages 106-138.

Articles

  1. Manuela Braione & Nicolas K. Scholtes, 2016. "Forecasting Value-at-Risk under Different Distributional Assumptions," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 1-27, January.

    Cited by:

    1. George-Jason Siouris & Alex Karagrigoriou, 2017. "A Low Price Correction for Improved Volatility Estimation and Forecasting," Risks, MDPI, Open Access Journal, vol. 5(3), pages 1-14, August.
    2. Seul-Ki Park & Ji-Eun Choi & Dong Wan Shin, 2017. "Value at risk forecasting for volatility index," Applied Economics Letters, Taylor & Francis Journals, vol. 24(21), pages 1613-1620, December.
    3. Degiannakis, Stavros & Potamia, Artemis, 2017. "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 176-190.
    4. Emrah ALTUN & Morad ALIZADEH & Gamze OZEL & Hüseyin TATLIDIL & Najmieh MAKSAYI, 2017. "Forecasting Value-At-Risk With Two-Step Method: Garch-Exponentiated Odd Log-Logistic Normal Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 97-115, December.

  2. Luc Bauwens & Manuela Braione & Giuseppe Storti, 2016. "Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices," Annals of Economics and Statistics, GENES, issue 123-124, pages 103-134.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2015-04-11 2016-03-10 2016-03-17 2017-02-12. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2016-03-10 2016-03-17 2017-02-12. Author is listed
  3. NEP-FOR: Forecasting (3) 2015-04-11 2016-03-10 2016-03-17. Author is listed
  4. NEP-ORE: Operations Research (1) 2015-04-11. Author is listed

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