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Publications by Francesca Lilla
High Frequency vs. Daily Resolution: The Economic Value of Forecasting Volatility Models
SSRN Electronic Journal
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High Frequency Data, Frequency Domain Inference and Volatility Forecasting
SSRN Electronic Journal
Forecasting Value-At-Risk Using Block Structure Multivariate Stochastic Volatility Models
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Value-At-Risk Modeling and Forecasting With Range-Based Volatility Models: Empirical Evidence
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Modelling and Forecasting the Volatility of the Daily Returns of Nigerian Insurance Stocks
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Modelling and Forecasting Exchange-Rate Volatility With ARCHtype Models
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Modelling and Forecasting Volatility of Value Added Tax Revenue in Kenya
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HYBRID-GARCH: A Generic Class of Models for Volatility Predictions Using High Frequency Data
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Volatility Management of High Frequency Trading Environments
