| Modelling and forecasting multivariate realized volatility R Chiriac, V Voev Journal of Applied Econometrics 26 (6), 922-947, 2011 | 384 | 2011 |
| Improving the value at risk forecasts: Theory and evidence from the financial crisis R Halbleib, W Pohlmeier Journal of Economic Dynamics and Control 36 (8), 1212-1228, 2012 | 91 | 2012 |
| Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood G Calzolari, R Halbleib, A Parrini Computational Statistics & Data Analysis 76, 158-171, 2014 | 34 | 2014 |
| Forecasting multivariate volatility using the VARFIMA model on realized covariance Cholesky Factors R Halbleib, V Voev Jahrbücher für Nationalökonomie und Statistik 231 (1), 134-152, 2011 | 21 | 2011 |
| Forecasting covariance matrices: A mixed frequency approach R Halbleib, V Voev Forthcoming in Journal of Financial Econometrics published by Oxford …, 2012 | 16 | 2012 |
| Estimating stable latent factor models by indirect inference G Calzolari, R Halbleib Journal of econometrics 205 (1), 280-301, 2018 | 15 | 2018 |
| Forecasting covariance matrices: A mixed approach R Halbleib, V Voev Journal of Financial Econometrics 14 (2), 383-417, 2016 | 14 | 2016 |
| Realized Quantiles* T Dimitriadis, R Halbleib Journal of Business & Economic Statistics 40 (3), 1346-1361, 2022 | 12 | 2022 |
| Long memory modelling of realized covariance matrices R Chiriac, V Voev University of Konstanz technical report (April 2007), 2007 | 12 | 2007 |
| Estimating realized volatility wishart autoregressive model R Chiriac Working Paper, University of Konstanz, 2006 | 9 | 2006 |
| How Risky is the Value at Risk? R Chiriac, W Pohlmeier | 8 | 2010 |
| Nonstationary Wishart autoregressive model R Chiriac Working Paper, 2007 | 7 | 2007 |
| A latent factor model for forecasting realized variances G Calzolari, R Halbleib, A Zagidullina Journal of Financial Econometrics 19 (5), 860-909, 2021 | 5 | 2021 |
| Messen und Verstehen in der Wissenschaft M Schweiker, J Hass, A Novokhatko, R Halbleib Springer Fachmedien Wiesbaden, 2017 | 5 | 2017 |
| Which model to match? M Barigozzi, R Halbleib, D Veredas Available at SSRN 1986419, 2015 | 3 | 2015 |
| A note on estimating Wishart autoregressive model R Chiriac | 2 | 2010 |
| Sequential Estimation of Multivariate Factor Stochastic Volatility Models G Calzolari, R Halbleib, C Mücher arXiv preprint arXiv:2302.07052, 2023 | 1 | 2023 |
| Estimating Stable Factor Models By Indirect Inference G Calzolari, R Chiriac | 1 | 2014 |
| Exploiting the Gap Between Implied and Realized Volatility. J Umarov, E Lütkebohmert, R Halbleib Journal of Derivatives 31 (4), 2024 | | 2024 |
| Correction to: Measurement and Understanding in Science and Humanities M Schweiker, J Hass, A Novokhatko, R Halbleib Measurement and Understanding in Science and Humanities: Interdisciplinary …, 2023 | | 2023 |
Giorgio Calzolariprofessor of econometrics, Universita' di Firenze,ItalyVerificeret mail på ds.unifi.it
