Sfoglia per Autore
Mostrati risultati da 1 a 10 di 10
Methodological Aspects of Time Series Back-Calculation
2005-01-01 Caporin, Massimiliano; Sartore, Domenico
Multivariate Markov Switching Dynamic Conditional Correlation GARCH representations for contagion analysis
2005-01-01 Billio, Monica; Caporin, Massimiliano
Flexible Dynamic Conditional Correlation Multivariate GARCH models for Asset Allocation
2006-01-01 Billio, Monica; Caporin, Massimiliano; Gobbo, M.
Market Linkages, Variance Spillover and Correlation Stability: Empirical Evidences of Financial Contagion
2007-01-01 Billio, Monica; Caporin, Massimiliano
Use of classification techniques for time series
2010-01-01 Caporin, Massimiliano; Sartore, Domenico
Backard/forward optimal combination of performance measures for equity screening
2012-01-01 Billio, Monica; Caporin, Massimiliano; Costola, M.
Backward/forward optimal combination of performance measures for equity screening
2015-01-01 Billio, Monica; Caporin, Massimiliano; Costola, Michele
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification
2016-01-01 Billio, Monica; Caporin, Massimiliano; Panzica, Roberto; Pelizzon, Loriana
Measuring sovereign contagion in Europe
2018-01-01 Caporin, Massimiliano; Pelizzon, Loriana; Ravazzolo, Francesco; Rigobon, Roberto
Measuring the Behavioural Component of the S&P 500 and its Relationship to Financial Stress and Aggregated Earnings Surprises
2019-01-01 Caporin, Massimiliano; Corazzini, Luca; Costola, Michele
Mostrati risultati da 1 a 10 di 10
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