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Mostrati risultati da 101 a 120 di 141
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
Volatility Threshold Dynamic Conditional Correlations: An International Analysis 2013 CAPORIN, MASSIMILIANO + JOURNAL OF FINANCIAL ECONOMETRICS - -
Model selection and testing of conditional and stochastic volatility models 2012 CAPORIN, MASSIMILIANO + - - Handbook of volatility models and their applications
Estimating jumps in volatility using realized-range measures 2012 CAPORIN, MASSIMILIANO + - - Atti della XLVI Riunione Scientifica
On the role of risk in the Morningstar rating for mutual funds 2012 LISI, FRANCESCOCAPORIN, MASSIMILIANO QUANTITATIVE FINANCE - -
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices 2012 CAPORIN, MASSIMILIANO + EUROPEAN JOURNAL OF FINANCE - -
Modeling and forecasting wind speed intensity for weather risk management 2012 CAPORIN, MASSIMILIANO + COMPUTATIONAL STATISTICS & DATA ANALYSIS - -
Model based Monte Carlo pricing of energy and temperature Quanto options 2012 CAPORIN, MASSIMILIANO + ENERGY ECONOMICS - -
On the evaluation of marginal expected shortfall 2012 CAPORIN, MASSIMILIANO + APPLIED ECONOMICS LETTERS - -
DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS 2012 CAPORIN, MASSIMILIANO + JOURNAL OF ECONOMIC SURVEYS - -
Market volatility, optimal portfolios and naive asset allocations 2012 CAPORIN, MASSIMILIANO + - - Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges
Comparing and Selecting Performance Measures Using Rank Correlations 2011 CAPORIN, MASSIMILIANOLISI, FRANCESCO ECONOMICS - -
Contagion dating through market interdependence analysis and correlation stability 2011 CAPORIN, MASSIMILIANO + - - Financial contagion: the viral threat to the wealth of nations
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH 2011 CAPORIN, MASSIMILIANO + STATISTICA NEERLANDICA - -
Modeling and Forecasting Realized Range Volatility 2010 CAPORIN, MASSIMILIANOVELO, GABRIEL GONZALO - - -
Comparing Multivariate GARCH Models by Problem Dimension 2010 CAPORIN, MASSIMILIANO + - - -
THE TEN COMMANDMENTS FOR MANAGING INVESTMENTS 2010 CAPORIN, MASSIMILIANO + JOURNAL OF ECONOMIC SURVEYS - -
A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS RID A-2407-2008 2010 CAPORIN, MASSIMILIANO + JOURNAL OF ECONOMIC SURVEYS - -
Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion 2010 CAPORIN, MASSIMILIANO + COMPUTATIONAL STATISTICS & DATA ANALYSIS - -
Misspecification tests for periodic long memory GARCH models 2010 CAPORIN, MASSIMILIANOLISI, FRANCESCO STATISTICAL METHODS & APPLICATIONS - -
On the role of risk in the Morningstar rating for mutual funds. 2009 Caporin, MassimilianoLisi, Francesco - WORKING PAPER SERIES DSS -
Mostrati risultati da 101 a 120 di 141
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