CAPORIN, MASSIMILIANO

CAPORIN, MASSIMILIANO  

Dipartimento di Scienze Statistiche  

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Risultati 1 - 20 di 90 (tempo di esecuzione: 0.029 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 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 - -
Analytical Gradients of Dynamic Conditional Correlation Models 2020 Caporin, Massimiliano + JOURNAL OF RISK AND FINANCIAL MANAGEMENT - -
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 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 - -
The bank-sovereign nexus: Evidence from a non-bailout episode 2019 Massimiliano Caporin + JOURNAL OF EMPIRICAL FINANCE - -
Building News Measures from Textual Data and an Application to Volatility Forecasting 2017 Caporin, MassimilianoPOLI, FRANCESCO ECONOMETRICS - -
Chasing volatility: A persistent multiplicative error model with jumps 2017 CAPORIN, MASSIMILIANO + JOURNAL OF ECONOMETRICS - -
Comparing and Selecting Performance Measures Using Rank Correlations 2011 CAPORIN, MASSIMILIANOLISI, FRANCESCO ECONOMICS - -
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 2021 Caporin M. + THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE - -
Correction of Caporin and Paruolo (2015) 2017 CAPORIN, MASSIMILIANO + ECONOMETRIC REVIEWS - -
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises 2014 CAPORIN, MASSIMILIANO + JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS & MONEY - -
Dating EU15 monthly business cycle jointly using GDP and IPI 2007 CAPORIN, MASSIMILIANO + JOURNAL OF BUSINESS CYCLE ANALYSIS AND MEASUREMENT - -