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Browsing All of EconStor by Author Caporin, Massimiliano
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Showing results 1 to 20 of 21
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Year of Publication
Title
Author(s)
2011
Comparing and selecting performance measures using rank correlations
Caporin, Massimiliano
;
Lisi, Francesco
2011
Comparing and selecting performance measures using rank correlations
Caporin, Massimiliano
;
Lisi, Francesco
2012
Measuring Sovereign Contagion in Europe
Caporin, Massimiliano
;
Pelizzon, Loriana
;
Ravazzolo, Francesco
;
Rigobon, Roberto
2013
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
2013
Ten Things you should know about the Dynamic Conditional Correlation Representation
Caporin, Massimiliano
;
McAleer, Michael
2013
Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
2013
Ten Things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
2015
Measuring sovereign contagion in Europe
Caporin, Massimiliano
;
Pelizzon, Loriana
;
Ravazzolo, Francesco
;
Rigobon, Roberto
2016
The determinants of equity risk and their forecasting implications: A quantile regression perspective
Bonaccolto, Giovanni
;
Caporin, Massimiliano
2016
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
2016
Systemic co-jumps
Caporin, Massimiliano
;
Kolokolov, Alexey
;
RenĂ², Roberto
2017
Systemic risk for financial institutions of major petroleum-based economies: The role of oil
Khalifa, Ahmed
;
Caporin, Massimiliano
;
Costola, Michele
;
Hammoudeh, Shawkat
2017
The impact of network connectivity on factor exposures, asset pricing and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto Calogero
;
Pelizzon, Loriana
2017
Estimation and model-based combination of causality networks
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Panzica, Roberto Calogero
2017
Building news measures from textual data and an application to volatility forecasting
Caporin, Massimiliano
;
Poli, Francesco
2018
Networks in risk spillovers: A multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
;
Pelizzon, Loriana
2020
Does monetary policy impact international market co-movements?
Caporin, Massimiliano
;
Pelizzon, Loriana
;
Plazzi, Alberto
2020
Analytical gradients of dynamic conditional correlation models
Caporin, Massimiliano
;
Lucchetti, Riccardo
;
Palomba, Giulio
2020
Financial time series: Methods and models
Caporin, Massimiliano
;
Storti, Giuseppe
2021
Has the EU-ETS financed the energy transition of the Italian power system?
Caporin, Massimiliano
;
Fontini, Fulvio
;
Segato, Samuele