Sfoglia per Autore
News and intraday jumps: Evidence from regularization and class imbalance
2022 Caporin, Massimiliano; Poli, Francesco
The effect of renewable energy development on China's energy intensity: Evidence from partially linear functional-coefficient panel data analyses
2022 Liu, Jie; Caporin, Massimiliano; Zheng, Yali; Yu, Shiwei
Systemic risk and severe economic downturns: A targeted and sparse analysis
2022 Caporin, M.; Costola, M.; Garibal, J. -C.; Maillet, B.
Has the EU-ETS Financed the Energy Transition of the Italian Power System?
2021 Caporin, Massimiliano; Fontini, Fulvio; Segato, Samuele
Systemic risk for financial institutions in the major petroleum-based economies: The role of oil
2021 Khalifa, A.; Caporin, M.; Costola, M.; Hammoudeh, S.
Asymmetric and time-frequency spillovers among commodities using high-frequency data
2021 Caporin, M.; Naeem, M. A.; Arif, M.; Hasan, M.; Vo, X. V.; Hussain Shahzad, S. J.
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
2021 Bonaccolto, G.; Caporin, M.; Zambon, N.
Statistical Analysis of Financial Data: With Examples In R Gentle James Chapman and Hall/CRC Press, 646 pp, ISBN: 9781138599499
2021 Caporin, Massimiliano
TrAffic LIght system for systemic Stress: TALIS3
2021 Caporin, M.; Garcia-Jorcano, L.; Jimenez-Martin, J. -A.
Is the Korean housing market following Gangnam style?
2021 Al-Yahyaee, K. H.; Mensi, W.; Ko, H. -U.; Caporin, M.; Kang, S. H.
Dynamic network analysis of North American financial institutions
2021 Liu, S.; Caporin, M.; Paterlini, S.
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach
2021 Caporin, M.; Gupta, R.; Ravazzolo, F.
Long-memory models for count time series
2020 Bisaglia, Luisa; Caporin, Massimiliano; Grigoletto, Matteo
Volatility Forecasting in a Data Rich Environment
2020 Bernardi, Mauro; Bonaccolto, Giovanni; Caporin, Massimiliano; Costola, Michele
Do structural breaks in volatility cause spurious volatility transmission?
2020 Caporin, M.; Malik, F.
Analytical Gradients of Dynamic Conditional Correlation Models
2020 Caporin, Massimiliano; Lucchetti, Riccardo (Jack); Palomba, Giulio
Financial Time Series: Methods and Models
2020 Caporin, Massimiliano; Storti, Giuseppe
On the volatilities of tourism stocks and oil
2020 Shahzad, S. J. H.; Caporin, M.
Testing persistence of WTI and brent long-run relationship after the shale oil supply shock
2019 Caporin, Massimiliano; Fontini, Fulvio; Talebbeydokhti, Elham
Estimation and model-based combination of causality networks among large US banks and insurance companies
2019 Bonaccolto, G.; Caporin, M.; Panzica, R.
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