Sfoglia per Autore
Precious metals under the microscope: a high-frequency analysis
2015 Caporin, Massimiliano; Angelo, Ranaldo; Gabriel G., Velo
Option pricing with non-Gaussian scaling and infinite-state switching volatility
2015 Baldovin, Fulvio; Caporin, Massimiliano; Caraglio, Michele; Stella, Attilio; Zamparo, Marco
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models
2015 Asai, Manabu; Caporin, Massimiliano; Mcaleer, Michael
Backward/forward optimal combination of performance measures for equity screening
2015 Billio, Monica; Caporin, Massimiliano; Costola, Michele
Proximity-Structured Multivariate Volatility Models
2015 Caporin, Massimiliano; Paolo, Paruolo
Ensemble properties of high-frequency data and intraday trading rules
2015 Baldovin, Fulvio; F., Camana; Caporin, Massimiliano; Caraglio, Michele; Stella, Attilio
Realized range volatility forecasting: Dynamic features and predictive variables
2015 Caporin, Massimiliano; Velo, GABRIEL GONZALO
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES
2014 Caporin, Massimiliano; Grégory M., Jannin; Lisi, Francesco; Bertrand B., Maillet
The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises
2014 Caporin, Massimiliano; Fontini, Fulvio
The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises
2014 Caporin, Massimiliano; Fontini, Fulvio
Variance clustering improved dynamic conditional correlation MGARCH estimators
2014 Gian Piero, Aielli; Caporin, Massimiliano
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
2014 Caporin, Massimiliano; Juan Angel Jimenez, Martin; Lydia Gonzalez, Serrano
Robust ranking of multivariate GARCH models by problem dimension
2014 Caporin, Massimiliano; Michael, Mcaleer
Measuring the impact of behavioural choices on the market prices
2014 Caporin, M.; Corazzini, L.; Costola, M.
CDS Industrial Sector Indices, Credit and Liquidity RiskCredit Securitizations and Derivatives
2013 Monica, Billio; Caporin, Massimiliano; Loriana, Pelizzon; Domenico, Sartore
I fondi immobiliari italiani: NAV discount e valutazione degli esperti indipendenti
2013 Caporin, Massimiliano; Lanzavecchia, Alberto; V., Lippoli
Equity and CDS sector indices: Dynamic models and risk hedging
2013 Caporin, Massimiliano
Modeling and Forecasting Realized Range VolatilityAdvances in Theoretical and Applied Statistics
2013 Caporin, Massimiliano; Velo, GABRIEL GONZALO
A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
2013 Caporin, Massimiliano; Lisi, Francesco
Forecasting Temperature Indices Density with Time-Varying Long-Memory Models
2013 Caporin, Massimiliano; Juliusz, Preś
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