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Mostrati risultati da 81 a 100 di 145
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
Precious metals under the microscope: a high-frequency analysis 2015 CAPORIN, MASSIMILIANO + QUANTITATIVE FINANCE - -
Option pricing with non-Gaussian scaling and infinite-state switching volatility 2015 BALDOVIN, FULVIOCAPORIN, MASSIMILIANOCARAGLIO, MICHELESTELLA, ATTILIOZAMPARO, MARCO JOURNAL OF ECONOMETRICS - -
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models 2015 CAPORIN, MASSIMILIANO + INTERNATIONAL REVIEW OF ECONOMICS & FINANCE - -
Backward/forward optimal combination of performance measures for equity screening 2015 CAPORIN, MASSIMILIANO + THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE - -
Proximity-Structured Multivariate Volatility Models 2015 CAPORIN, MASSIMILIANO + ECONOMETRIC REVIEWS - -
Ensemble properties of high-frequency data and intraday trading rules 2015 BALDOVIN, FULVIOCAPORIN, MASSIMILIANOCARAGLIO, MICHELESTELLA, ATTILIO + QUANTITATIVE FINANCE - -
Realized range volatility forecasting: Dynamic features and predictive variables 2015 CAPORIN, MASSIMILIANOVELO, GABRIEL GONZALO INTERNATIONAL REVIEW OF ECONOMICS & FINANCE - -
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 2014 CAPORIN, MASSIMILIANOLISI, FRANCESCO + JOURNAL OF ECONOMIC SURVEYS - -
The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises 2014 CAPORIN, MASSIMILIANOFONTINI, FULVIO - - SISC Second annual Conference, Proceedings
The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises 2014 CAPORIN, MASSIMILIANOFONTINI, FULVIO - - -
Variance clustering improved dynamic conditional correlation MGARCH estimators 2014 CAPORIN, MASSIMILIANO + COMPUTATIONAL STATISTICS & DATA ANALYSIS - -
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises 2014 CAPORIN, MASSIMILIANO + JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS & MONEY - -
Robust ranking of multivariate GARCH models by problem dimension 2014 CAPORIN, MASSIMILIANO + COMPUTATIONAL STATISTICS & DATA ANALYSIS - -
Measuring the impact of behavioural choices on the market prices 2014 Caporin M. + - - Mathematical and Statistical Methods for Actuarial Sciences and Finance
CDS Industrial Sector Indices, Credit and Liquidity RiskCredit Securitizations and Derivatives 2013 CAPORIN, MASSIMILIANO + - - Credit Securitizations and Derivatives
I fondi immobiliari italiani: NAV discount e valutazione degli esperti indipendenti 2013 CAPORIN, MASSIMILIANOLANZAVECCHIA, ALBERTO + FINANZA MARKETING E PRODUZIONE - -
Equity and CDS sector indices: Dynamic models and risk hedging 2013 CAPORIN, MASSIMILIANO THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE - -
Modeling and Forecasting Realized Range VolatilityAdvances in Theoretical and Applied Statistics 2013 CAPORIN, MASSIMILIANOVELO, GABRIEL GONZALO - - Advances in Theoretical and Applied Statistics
A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management 2013 CAPORIN, MASSIMILIANOLISI, FRANCESCO THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE - -
Forecasting Temperature Indices Density with Time-Varying Long-Memory Models 2013 CAPORIN, MASSIMILIANO + JOURNAL OF FORECASTING - -
Mostrati risultati da 81 a 100 di 145
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