Manuela Braione

SOSE

Via Mentore Maggini

Rome, 00143

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

125

SSRN CITATIONS
Rank 39,715

SSRN RANKINGS

Top 39,715

in Total Papers Citations

8

CROSSREF CITATIONS

11

Scholarly Papers (4)

1.

Multiplicative Conditional Correlation Models for Realized Covariance Matrices

CORE DISCUSSION PAPER SERIES, 2020
Number of pages: 29 Posted: 25 Feb 2020
Luc Bauwens, Manuela Braione and Giuseppe Storti
Université catholique de Louvain, SOSE and University of Salerno - Department of Economics
Downloads 48 (494,855)
Citation 3

Abstract:

Loading...

2.

A Dynamic Component Model for Forecasting High-Dimensional Realized Covariance Matrices

Econometrics and Statistics, 1, 40-61, 2017
Number of pages: 24 Posted: 09 May 2017
Luc Bauwens, Manuela Braione and Giuseppe Storti
Université catholique de Louvain, SOSE and University of Salerno - Department of Economics
Downloads 36 (551,535)
Citation 3

Abstract:

Loading...

Realized covariance, dynamic component models, multi-step forecasting, iterative algorithm

3.

Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices

Annales d'Economie et de Statistique, 123-124,103-134, December, 2016
Number of pages: 33 Posted: 10 May 2017
Luc Bauwens, Manuela Braione and Giuseppe Storti
Université catholique de Louvain, SOSE and University of Salerno - Department of Economics
Downloads 29 (590,548)
Citation 2

Abstract:

Loading...

realized covariance, component dynamic models, MIDAS, minimum variance portfolio, Model Confidence Set, Value-at-Risk

4.

Forecasting Value-at-Risk under Different Distributional Assumptions

Braione, M., & Scholtes, N. K. (2016). Forecasting value-at-risk under different distributional assumptions. Econometrics, 4(1), 3.
Number of pages: 27 Posted: 25 Feb 2020
Manuela Braione and Nicolas Scholtes
SOSE and Catholic University of Louvain (UCL), Faculty of Economic, Social and Political Sciences, Center for Operations Research and Econometrics (CORE)
Downloads 12 (711,039)
Citation 1

Abstract:

Loading...