Giuseppe Storti

According to our database, Giuseppe Storti authored at least 7 papers between 2003 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2022

Deep learning for volatility forecasting in asset management.

Alessio Petrozziello, Luigi Troiano, Angela Serra, Ivan Jordanov, Giuseppe Storti, Roberto Tagliaferri, Michele La Rocca

Soft Comput., 2022

2021

Multiple Measures Realized GARCH Models.

Antonio Naimoli, Giuseppe Storti

Proceedings of the Studies in Theoretical and Applied Statistics, 2021

2018

Solution of population balance equations by logarithmic shape preserving interpolation on finite elements.

Liborio I. Costa, Giuseppe Storti, Stefano Lazzari

Comput. Chem. Eng., 2018

2008

Modelling asymmetric volatility dynamics by multivariate BL-GARCH models.

Giuseppe Storti

Stat. Methods Appl., 2008

A GMM procedure for combining volatility forecasts.

Alessandra Amendola, Giuseppe Storti

Comput. Stat. Data Anal., 2008

2006

Minimum distance estimation of GARCH(1, 1) models.

Giuseppe Storti

Comput. Stat. Data Anal., 2006

2003

Likelihood inference in BL-GARCH models.

Giuseppe Storti, Cosimo Vitale

Comput. Stat., 2003