CAPORIN, Massimiliano

CAPORIN, Massimiliano  

Dipartimento di Economia  

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Titolo Data di pubblicazione Autori Tipo File Abstract
Backard/forward optimal combination of performance measures for equity screening 1-gen-2012 BILLIO, MonicaCAPORIN, MassimilianoM. Costola 3.1 Articolo su libro -
Backward/forward optimal combination of performance measures for equity screening 1-gen-2015 BILLIO, MonicaCAPORIN, MassimilianoCOSTOLA, MICHELE 2.1 Articolo su rivista -
Flexible Dynamic Conditional Correlation Multivariate GARCH models for Asset Allocation 1-gen-2006 BILLIO, MonicaCAPORIN, Massimiliano + 2.1 Articolo su rivista -
Long memory conditional heteroskedasticity and second order causality 24-gen-2003 Caporin, Massimiliano - -
Market Linkages, Variance Spillover and Correlation Stability: Empirical Evidences of Financial Contagion 1-gen-2007 BILLIO, MonicaCAPORIN, Massimiliano 3.1 Articolo su libro -
Measuring sovereign contagion in Europe 1-gen-2018 Caporin, MassimilianoPelizzon, LorianaRavazzolo, Francesco + 2.1 Articolo su rivista -
Measuring the Behavioural Component of the S&P 500 and its Relationship to Financial Stress and Aggregated Earnings Surprises 1-gen-2019 Massimiliano CaporinLuca CorazziniMichele Costola 2.1 Articolo su rivista -
Methodological Aspects of Time Series Back-Calculation 1-gen-2005 CAPORIN, MassimilianoSARTORE, Domenico 3.1 Articolo su libro -
Multivariate Markov Switching Dynamic Conditional Correlation GARCH representations for contagion analysis 1-gen-2005 BILLIO, MonicaCAPORIN, Massimiliano 2.1 Articolo su rivista -
Networks in risk spillovers: A multivariate GARCH perspective 1-gen-2023 Billio M.Caporin M.Frattarolo L.Pelizzon L. 2.1 Articolo su rivista -
Nonstandard Errors 1-gen-2024 BARBON, ANDREABROWNLEES, CHRISTIANCAPORIN, MASSIMILIANOCHEN, JIANPASQUARIELLO, PAOLOPELIZZON, LORIANARENO, ROBERTOSCAILLET, OLIVIERSIMION, GIORGIASUBRAHMANYAM, MARTI G.TRAN, HAIXIA, SHUO + 2.1 Articolo su rivista -
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification 1-gen-2016 Billio, MonicaCaporin, MassimilianoPanzica, RobertoPelizzon, Loriana 7.01 Working paper -
Use of classification techniques for time series 1-gen-2010 CAPORIN, MassimilianoSARTORE, Domenico 7.02 Rapporto di ricerca -