CAPORIN, MASSIMILIANO
 Distribuzione geografica
Continente #
NA - Nord America 6.959
EU - Europa 1.662
AS - Asia 984
AF - Africa 32
SA - Sud America 15
OC - Oceania 7
Continente sconosciuto - Info sul continente non disponibili 3
Totale 9.662
Nazione #
US - Stati Uniti d'America 6.943
IT - Italia 873
CN - Cina 440
SG - Singapore 373
SE - Svezia 156
FI - Finlandia 146
DE - Germania 124
FR - Francia 95
GB - Regno Unito 86
VN - Vietnam 64
RU - Federazione Russa 53
HK - Hong Kong 42
IE - Irlanda 37
UA - Ucraina 31
NL - Olanda 20
EG - Egitto 15
IN - India 15
CA - Canada 13
BR - Brasile 12
BD - Bangladesh 11
AT - Austria 9
QA - Qatar 8
AU - Australia 7
TN - Tunisia 7
ES - Italia 6
LU - Lussemburgo 6
TW - Taiwan 6
BE - Belgio 5
UZ - Uzbekistan 5
CZ - Repubblica Ceca 4
DZ - Algeria 4
TR - Turchia 4
EU - Europa 3
JP - Giappone 3
NG - Nigeria 3
PK - Pakistan 3
CH - Svizzera 2
HU - Ungheria 2
KZ - Kazakistan 2
MX - Messico 2
PL - Polonia 2
AE - Emirati Arabi Uniti 1
CL - Cile 1
CO - Colombia 1
DK - Danimarca 1
EC - Ecuador 1
GH - Ghana 1
GR - Grecia 1
HR - Croazia 1
ID - Indonesia 1
IL - Israele 1
IQ - Iraq 1
IR - Iran 1
KE - Kenya 1
MY - Malesia 1
NI - Nicaragua 1
NO - Norvegia 1
PH - Filippine 1
PT - Portogallo 1
TH - Thailandia 1
ZA - Sudafrica 1
Totale 9.662
Città #
Fairfield 1.202
Woodbridge 873
Houston 583
Ann Arbor 512
Ashburn 466
Seattle 456
Cambridge 418
Wilmington 377
Padova 325
Chandler 289
Singapore 271
Boardman 205
Princeton 140
Jacksonville 128
San Diego 127
Santa Clara 127
Beijing 113
Medford 92
Salerno 76
Des Moines 71
Helsinki 71
Dong Ket 64
Nanjing 59
Guangzhou 48
Milan 43
Dublin 37
Hong Kong 36
London 28
Roxbury 28
Rome 26
Shenyang 20
Florence 15
Jinan 15
Nanchang 14
New York 14
Shanghai 14
Venice 13
Valdobbiadene 12
Falls Church 11
Hebei 11
Cardiff 10
Gilroy 10
Norwalk 10
Santa Cruz 10
Tianjin 10
Bologna 9
Chicago 9
Legnaro 9
Nuremberg 9
Phoenix 9
Changsha 8
Kilburn 8
Santo Stino Di Livenza 8
Cattolica 7
Paese 7
Sant'elena 7
Amsterdam 6
Bari 6
Indiana 6
Jiaxing 6
Lappeenranta 6
Marcon 6
Udine 6
Vicenza 6
Arce 5
Bengaluru 5
Biella 5
Copertino 5
Crotone 5
Haikou 5
Hangzhou 5
Mountain View 5
Ogden 5
Paris 5
Pescara 5
Redwood City 5
Suzhou 5
Trento 5
Vigevano 5
Zhengzhou 5
Bochum 4
Borås 4
Boulder 4
Changzhou 4
Genoa 4
Kharkiv 4
Muenster 4
Pozuelo de Alarcón 4
Tashkent 4
Vienna 4
Ascoli Piceno 3
Baoding 3
Bissen 3
Camugnano 3
Central District 3
Edinburgh 3
Fossò 3
Fuzhou 3
Hackettstown 3
Kharagpur 3
Totale 7.768
Nome #
Option pricing with non-Gaussian scaling and infinite-state switching volatility 167
The relationship between oil prices and rig counts: The importance of lags 162
Scenario-based forecast for the electricity demand in Qatar and the role of energy efficiency improvements 151
Chasing volatility: A persistent multiplicative error model with jumps 145
Misspecification tests for Periodic Long Memory GARCH models. 135
A Multidimensional Analysis of the Relationship Between Corporate Social Responsibility and Firms' Economic Performance 126
RATIONAL LEARNING FOR RISK-AVERSE INVESTORS BY CONDITIONING ON BEHAVIORAL CHOICES 120
Testing persistence of WTI and brent long-run relationship after the shale oil supply shock 120
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data? 120
A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management 119
Asymmetry and leverage in GARCH models: a News Impact Curve perspective 118
Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle 117
Volatility Jumps and Their Economic Determinants 117
The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk 113
Comparing and Selecting Performance Measures Using Rank Correlations 112
Proximity-Structured Multivariate Volatility Models 112
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH 112
Measuring the Behavioural Component of the S&P 500 and its Relationship to Financial Stress and Aggregated Earnings Surprises 112
Dynamic asymmetric GARCH 111
On the role of risk in the Morningstar rating for mutual funds. 110
Long-memory models for count time series 109
Periodic Long Memory GARCH models 108
Generalised long-memory GARCH models for intra-daily volatility 107
Periodic Long-Memory GARCH models 107
Building News Measures from Textual Data and an Application to Volatility Forecasting 106
Volatility Forecasting in a Data Rich Environment 106
Contagion dating through market interdependence analysis and correlation stability 104
THE TEN COMMANDMENTS FOR MANAGING INVESTMENTS 102
Flexible dynamic conditional correlation multivariate GARCH for asset allocation 101
A note on calculating autocovariances of long-memory processes 101
Fast clustering of GARCH processes via Gaussian mixture models 99
Ensemble properties of high-frequency data and intraday trading rules 99
Asset allocation strategies based on penalized quantile regression 97
Dating EU15 monthly business cycle jointly using GDP and IPI 96
Identification of Long memory in GARCH models 96
Variance clustering improved dynamic conditional correlation MGARCH estimators 96
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 96
The bank-sovereign nexus: Evidence from a non-bailout episode 96
Ten Things You Should Know about the Dynamic Conditional Correlation Representation 95
Correction of Caporin and Paruolo (2015) 95
A generalized Dynamic Conditional Correlation model for portfolio risk evaluation 94
The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises 94
Measuring sovereign contagion in Europe 94
Financial Time Series: Methods and Models 94
Variance (non) causality in multivariate GARCH 92
Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis 90
The long-run oil–natural gas price relationship and the shale gas revolution 90
On the predictability of stock prices: A case for high and low prices 90
Modeling and Forecasting Realized Range Volatility 89
Modeling and forecasting wind speed intensity for weather risk management 88
Scalar BEKK and indirect DCC 88
DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS 88
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises 88
Risk spillovers in international equity portfolios 86
On the evaluation of marginal expected shortfall 85
Forecasting Temperature Indices Density with Time-Varying Long-Memory Models 84
Backward/forward optimal combination of performance measures for equity screening 83
Analytical Gradients of Dynamic Conditional Correlation Models 82
Equity and CDS sector indices: Dynamic models and risk hedging 81
Volatility Threshold Dynamic Conditional Correlations: An International Analysis 81
Realized range volatility forecasting: Dynamic features and predictive variables 81
Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion 81
Misspecification tests for Periodic Long Memory GARCH models 80
Robust ranking of multivariate GARCH models by problem dimension 77
Market volatility, optimal portfolios and naive asset allocations 77
Time-varying persistence in US inflation 77
Evaluating value-at-risk measures in the presence of long memory conditional volatility 75
The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises 75
Do structural breaks in volatility cause spurious volatility transmission? 75
Decomposing and backtesting a flexible specification for CoVaR 73
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices 72
Systemic co-jumps 72
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements 72
Conditional Quantile-Located VaR 71
On the volatilities of tourism stocks and oil 71
On the role of risk in the Morningstar rating for mutual funds 70
A multilevel factor approach for the analysis of CDS commonality and risk contribution 69
Precious metals under the microscope: a high-frequency analysis 67
Damages Evaluation, Periodic Floods, and Local Sea Level Rise: The Case of Venice, Italy 66
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 66
Model based Monte Carlo pricing of energy and temperature Quanto options 65
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models 65
On the (Ab)use of Omega? 64
Estimation and model-based combination of causality networks among large US banks and insurance companies 64
Misspecification tests for periodic long memory GARCH models 63
Dynamic network analysis of North American financial institutions 61
TrAffic LIght system for systemic Stress: TALIS3 60
SFIGARCH: a seasonal long memory GARCH model. 58
GARCH models with spatial structure 57
The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective 56
Measuring Climate Transition Risk Spillovers 52
A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS RID A-2407-2008 52
Is the Korean housing market following Gangnam style? 52
Asymmetric and time-frequency spillovers among commodities using high-frequency data 52
SFIGARCH: a seasonal long memory GARCH model 48
Identification of long-memory in GARCH models 47
Modeling and Forecasting Realized Range VolatilityAdvances in Theoretical and Applied Statistics 47
News and intraday jumps: Evidence from regularization and class imbalance 46
Dynamic Conditional Correlation Models: Block Structures and Markov Switches for Contagion Analysis 45
Model selection and testing of conditional and stochastic volatility models 43
Totale 8.840
Categoria #
all - tutte 40.245
article - articoli 33.103
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 154
patent - brevetti 0
selected - selezionate 0
volume - volumi 2.920
Totale 76.422


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020818 0 0 0 0 0 0 0 210 248 167 98 95
2020/20211.265 75 95 55 164 47 65 49 136 185 131 155 108
2021/20221.756 32 149 330 194 68 80 114 181 76 35 223 274
2022/2023985 204 24 26 96 163 125 29 82 118 10 86 22
2023/2024689 32 91 42 42 44 35 44 29 84 24 86 136
2024/20251.288 68 231 133 132 399 131 141 53 0 0 0 0
Totale 9.837