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Raffaele Mattera

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Forecasting macroeconomic volatility with score-driven models digital Forecasting macroeconomic volatility with score-driven models
by Massimiliano Giacalone, Raffaele Mattera
Year: 2020
Business cycle volatility has been extensively studied by means of the well-known ARCH and GARCH processes. Aim of this paper is to show that the score-driven models are instead more accurate in predicting business cycle volatility than the GARCH-type models...
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Assessing the Quality of Life of Patients with Epidermolysis Bullosa: Application of the Delphi Method to Develop a Patient-Centred Questionnaire

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