Antonio Naimoli

Antonio Naimoli

Università degli Studi di Salerno - Fisciano / Italy
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202439
University of Salerno
person_outline Antonio Naimoli's MOST POPULAR ARTICLES
1-) Improving the accuracy of tail risk forecasting models by combining several realized volatility estimatorsA Naimoli, R Gerlach, G StortiEconomic Modelling 107, 105701, 2022152022
2-) Modelling the persistence of Covid-19 positivity rate in ItalyA NaimoliSocio-economic planning sciences 82, 101225, 2022142022
3-) Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamicsR Gerlach, A Naimoli, G StortiQuantitative Finance 20 (11), 1849-1878, 202082020
4-) Heterogeneous component multiplicative error models for forecasting trading volumesA Naimoli, G StortiInternational Journal of Forecasting 35 (4), 1332-1355, 201972019
5-) Forecasting volatility and tail risk in electricity marketsA Naimoli, G StortiJournal of Risk and Financial Management 14 (7), 294, 202152021