CAPORIN, MASSIMILIANO

CAPORIN, MASSIMILIANO  

Dipartimento di Scienze Statistiche  

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Risultati 1 - 10 di 10 (tempo di esecuzione: 0.018 secondi).
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
Analisi delle transizioni nel mercato del lavoro 2006 FAVARO, DONATACAPORIN, MASSIMILIANO - - Il mercato del lavoro nel Friuli Venezia Giulia. Rapporto 2006
CDS Industrial Sector Indices, Credit and Liquidity RiskCredit Securitizations and Derivatives 2013 CAPORIN, MASSIMILIANO + - - Credit Securitizations and Derivatives
Contagion dating through market interdependence analysis and correlation stability 2011 CAPORIN, MASSIMILIANO + - - Financial contagion: the viral threat to the wealth of nations
Damages Evaluation, Periodic Floods, and Local Sea Level Rise: The Case of Venice, Italy 2016 CAPORIN, MASSIMILIANOFONTINI, FULVIO - - Handbook of Environmental and Sustainable Finance
Long-memory models for count time series 2020 Luisa BisagliaMassimiliano CaporinMatteo Grigoletto - - Book of short papers SIS 2020
Market volatility, optimal portfolios and naive asset allocations 2012 CAPORIN, MASSIMILIANO + - - Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges
Measuring the impact of behavioural choices on the market prices 2014 Caporin M. + - - Mathematical and Statistical Methods for Actuarial Sciences and Finance
Model selection and testing of conditional and stochastic volatility models 2012 CAPORIN, MASSIMILIANO + - - Handbook of volatility models and their applications
Modeling and Forecasting Realized Range VolatilityAdvances in Theoretical and Applied Statistics 2013 CAPORIN, MASSIMILIANOVELO, GABRIEL GONZALO - - Advances in Theoretical and Applied Statistics
Volatility Forecasting in a Data Rich Environment 2020 Mauro BernardiGiovanni BonaccoltoMassimiliano CaporinMichele Costola - - Macroeconomic Forecasting in the Era of Big Data