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Emilija Dzuverovic

University of Pisa (from arXiv:2412.01367, 2024) · ORCID · OpenAlex

3 papers in scope · 1 published · 2 on the econ.EM arXiv · 0 citations · h-index 0 (over the papers listed here)

Papers

(2 of 3)

Asymmetric models for realized covariances
published2025 · International Journal of Forecasting
with Luc Bauwens, Christian Hafner
International Journal of Forecasting
From rotational to scalar invariance: Enhancing identifiability in score-driven factor models
working paper2024 · arXiv
with Giuseppe Buccheri, Fulvio Corsi
Paper profile arXiv arXiv:2412.01367
Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices
working paper2023 · arXiv
with Matteo Barigozzi
Paper profile arXiv arXiv:2305.08488

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.