Manuela Braione

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Manuela Braione trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tim Bollerslev
  2. Daniel B. Nelson
  3. Peter F. CHRISTOFFERSENti
  4. Luc Bauwens
  5. Diaa Noureldin
  6. Sébastien-Yves Laurent
  7. Keith Kuester
  8. Timotheos Angelidis
  9. Stefan Mittnik
  10. N. Shephard

Papers from Manuela Braione's perspective

Ordered by how strongly the researchers Manuela Braione trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. Value-at-Risk for long and short trading positions
  4. A New Class of Multivariate Skew Densities, with Application to GARCH Models
  5. Multivariate High-Frequency-Based Volatility (HEAVY) Models
  6. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. Conditional density and value‐at‐risk prediction of Asian currency exchange rates
  9. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  10. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models

Their papers