Sfoglia per Autore
Measuring the impact of behavioural choices on the market prices
2014 Caporin, M.; Corazzini, L.; Costola, M.
The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises
2014 Caporin, Massimiliano; Fontini, Fulvio
Modeling and Forecasting Realized Range VolatilityAdvances in Theoretical and Applied Statistics
2013 Caporin, Massimiliano; Velo, GABRIEL GONZALO
Forecasting Temperature Indices Density with Time-Varying Long-Memory Models
2013 Caporin, Massimiliano; Juliusz, Preś
I fondi immobiliari italiani: NAV discount e valutazione degli esperti indipendenti
2013 Caporin, Massimiliano; Lanzavecchia, Alberto; V., Lippoli
Fast clustering of GARCH processes via Gaussian mixture models
2013 Gian Piero, Aielli; Caporin, Massimiliano
On the predictability of stock prices: A case for high and low prices
2013 Caporin, Massimiliano; Angelo, Ranaldo; Paolo Santucci de, Magistris
Volatility Threshold Dynamic Conditional Correlations: An International Analysis
2013 M., Kasch; Caporin, Massimiliano
Ten Things You Should Know about the Dynamic Conditional Correlation Representation
2013 Caporin, Massimiliano; Michael, Mcaleer
Equity and CDS sector indices: Dynamic models and risk hedging
2013 Caporin, Massimiliano
CDS Industrial Sector Indices, Credit and Liquidity RiskCredit Securitizations and Derivatives
2013 Monica, Billio; Caporin, Massimiliano; Loriana, Pelizzon; Domenico, Sartore
A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
2013 Caporin, Massimiliano; Lisi, Francesco
Risk spillovers in international equity portfolios
2013 Matteo, Bonato; Caporin, Massimiliano; Angelo, Ranaldo
Estimating jumps in volatility using realized-range measures
2012 Caporin, Massimiliano; E., Rossi; P., Santucci de Magistris
Modeling and forecasting wind speed intensity for weather risk management
2012 Caporin, Massimiliano; Pres, J.
Model selection and testing of conditional and stochastic volatility models
2012 Caporin, Massimiliano; M., Mcaleer
On the evaluation of marginal expected shortfall
2012 Caporin, Massimiliano; Paolo Santucci de, Magistris
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
2012 M., Bonato; Caporin, Massimiliano; A., Ranaldo
Market volatility, optimal portfolios and naive asset allocations
2012 Caporin, Massimiliano; L., Pelizzon
Model based Monte Carlo pricing of energy and temperature Quanto options
2012 Caporin, Massimiliano; Juliusz, Preś; Hipolit, Torro
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