CAPORIN, MASSIMILIANO
CAPORIN, MASSIMILIANO
Dipartimento di Scienze Statistiche
A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
2013 Caporin, Massimiliano; Lisi, Francesco
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
2012 M., Bonato; Caporin, Massimiliano; A., Ranaldo
A generalized Dynamic Conditional Correlation model for portfolio risk evaluation
2009 Billio, M; Caporin, Massimiliano
A Multidimensional Analysis of the Relationship Between Corporate Social Responsibility and Firms' Economic Performance
2018 Blasi, Silvia; Caporin, Massimiliano; Fontini, Fulvio
A multilevel factor approach for the analysis of CDS commonality and risk contribution
2019 Rodriguez-Caballero, C. V.; Caporin, M.
A note on calculating autocovariances of long-memory processes
2002 S., Bertelli; Caporin, Massimiliano
A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS RID A-2407-2008
2010 Caporin, Massimiliano; Mcaleer, M.
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES
2014 Caporin, Massimiliano; Grégory M., Jannin; Lisi, Francesco; Bertrand B., Maillet
Analisi delle transizioni nel mercato del lavoro
2006 Favaro, Donata; Caporin, Massimiliano
Analytical Gradients of Dynamic Conditional Correlation Models
2020 Caporin, Massimiliano; Lucchetti, Riccardo (Jack); Palomba, Giulio
Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic
2023 Ghazani, M. M.; Khosravi, R.; Caporin, M.
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
2019 Caporin, Massimiliano; Chang, Chia-Lin; Mcaleer, Michael
Asset allocation strategies based on penalized quantile regression
2018 Bonaccolto, Giovanni; Caporin, Massimiliano; Paterlini, Sandra
Asymmetric and time-frequency based networks of currency markets
2023 Shahzad, S. J. H.; Hasan, M.; Caporin, M.
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.
Asymmetry and leverage in GARCH models: a News Impact Curve perspective
2019 Caporin, Massimiliano; Costola, Michele
Backward/forward optimal combination of performance measures for equity screening
2015 Billio, Monica; Caporin, Massimiliano; Costola, Michele
Building News Measures from Textual Data and an Application to Volatility Forecasting
2017 Caporin, Massimiliano; Poli, Francesco
CDS Industrial Sector Indices, Credit and Liquidity RiskCredit Securitizations and Derivatives
2013 Monica, Billio; Caporin, Massimiliano; Loriana, Pelizzon; Domenico, Sartore
Chasing volatility: A persistent multiplicative error model with jumps
2017 Caporin, Massimiliano; Rossi, Eduardo; Santucci de Magistris, Paolo