CAPORIN, MASSIMILIANO

CAPORIN, MASSIMILIANO  

Dipartimento di Scienze Statistiche  

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Risultati 1 - 20 di 141 (tempo di esecuzione: 0.049 secondi).
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management 2013 CAPORIN, MASSIMILIANOLISI, FRANCESCO THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE - -
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices 2012 CAPORIN, MASSIMILIANO + EUROPEAN JOURNAL OF FINANCE - -
A generalized Dynamic Conditional Correlation model for portfolio risk evaluation 2009 CAPORIN, MASSIMILIANO + MATHEMATICS AND COMPUTERS IN SIMULATION - -
A Multidimensional Analysis of the Relationship Between Corporate Social Responsibility and Firms' Economic Performance 2018 BLASI, SILVIACaporin, MassimilianoFontini, Fulvio ECOLOGICAL ECONOMICS - -
A multilevel factor approach for the analysis of CDS commonality and risk contribution 2019 Caporin M. + JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS & MONEY - -
A note on calculating autocovariances of long-memory processes 2002 CAPORIN, MASSIMILIANO + JOURNAL OF TIME SERIES ANALYSIS - -
A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS RID A-2407-2008 2010 CAPORIN, MASSIMILIANO + JOURNAL OF ECONOMIC SURVEYS - -
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 2014 CAPORIN, MASSIMILIANOLISI, FRANCESCO + JOURNAL OF ECONOMIC SURVEYS - -
Analisi delle transizioni nel mercato del lavoro 2006 FAVARO, DONATACAPORIN, MASSIMILIANO - - Il mercato del lavoro nel Friuli Venezia Giulia. Rapporto 2006
Analytical Gradients of Dynamic Conditional Correlation Models 2020 Caporin, Massimiliano + JOURNAL OF RISK AND FINANCIAL MANAGEMENT - -
Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic 2023 Caporin M. + RESOURCES POLICY - -
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data? 2019 Caporin, Massimiliano + INTERNATIONAL REVIEW OF ECONOMICS & FINANCE - -
Asset allocation strategies based on penalized quantile regression 2018 BONACCOLTO, GIOVANNICaporin, Massimiliano + COMPUTATIONAL MANAGEMENT SCIENCE - -
Asymmetric and time-frequency based networks of currency markets 2023 Caporin M. + FINANCE RESEARCH LETTERS - -
Asymmetric and time-frequency spillovers among commodities using high-frequency data 2021 Caporin M. + RESOURCES POLICY - -
Asymmetry and leverage in GARCH models: a News Impact Curve perspective 2019 Caporin, MassimilianoCostola, Michele APPLIED ECONOMICS - -
Backward/forward optimal combination of performance measures for equity screening 2015 CAPORIN, MASSIMILIANO + THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE - -
Building News Measures from Textual Data and an Application to Volatility Forecasting 2017 Caporin, MassimilianoPOLI, FRANCESCO ECONOMETRICS - -
CDS Industrial Sector Indices, Credit and Liquidity RiskCredit Securitizations and Derivatives 2013 CAPORIN, MASSIMILIANO + - - Credit Securitizations and Derivatives
Chasing volatility: A persistent multiplicative error model with jumps 2017 CAPORIN, MASSIMILIANO + JOURNAL OF ECONOMETRICS - -