sample of publications
-
articles
- Combining Multivariate Volatility Forecasts: An Economic-Based Approach. Journal of Financial Econometrics. 15:247-285. 2017
- Comparing univariate and multivariate models to forecast portfolio Value-at-Risk. Journal of Financial Econometrics. 11:400-441. 2013
- A RBF neural network model with GARCH errors: Application to electricity price forecasting. ELECTRIC POWER SYSTEMS RESEARCH. 81:74-83. 2011
-
conference contributions
-
thesis
-
working papers