CAPORIN, MASSIMILIANO
 Distribuzione geografica
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Continente #
NA - Nord America 6.955
EU - Europa 1.548
AS - Asia 895
AF - Africa 31
OC - Oceania 7
SA - Sud America 5
Continente sconosciuto - Info sul continente non disponibili 3
Totale 9.444
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Nazione #
US - Stati Uniti d'America 6.939
IT - Italia 829
CN - Cina 403
SG - Singapore 346
SE - Svezia 156
FI - Finlandia 144
DE - Germania 117
FR - Francia 93
GB - Regno Unito 83
VN - Vietnam 64
IE - Irlanda 37
UA - Ucraina 30
HK - Hong Kong 19
NL - Olanda 17
EG - Egitto 15
IN - India 15
CA - Canada 13
BD - Bangladesh 11
QA - Qatar 8
AU - Australia 7
ES - Italia 6
LU - Lussemburgo 6
RU - Federazione Russa 6
TN - Tunisia 6
TW - Taiwan 6
AT - Austria 5
BE - Belgio 5
DZ - Algeria 4
TR - Turchia 4
UZ - Uzbekistan 4
BR - Brasile 3
CZ - Repubblica Ceca 3
EU - Europa 3
JP - Giappone 3
NG - Nigeria 3
PK - Pakistan 3
CH - Svizzera 2
HU - Ungheria 2
KZ - Kazakistan 2
MX - Messico 2
PL - Polonia 2
AE - Emirati Arabi Uniti 1
CL - Cile 1
DK - Danimarca 1
EC - Ecuador 1
GH - Ghana 1
GR - Grecia 1
HR - Croazia 1
ID - Indonesia 1
IL - Israele 1
IR - Iran 1
KE - Kenya 1
MY - Malesia 1
NI - Nicaragua 1
NO - Norvegia 1
PH - Filippine 1
PT - Portogallo 1
TH - Thailandia 1
ZA - Sudafrica 1
Totale 9.444
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Città #
Fairfield 1.202
Woodbridge 873
Houston 583
Ann Arbor 512
Ashburn 465
Seattle 455
Cambridge 418
Wilmington 377
Padova 310
Chandler 289
Singapore 268
Boardman 205
Princeton 140
Jacksonville 128
San Diego 127
Santa Clara 127
Beijing 95
Medford 92
Salerno 76
Des Moines 71
Helsinki 70
Dong Ket 64
Nanjing 59
Guangzhou 48
Milan 41
Dublin 37
London 28
Roxbury 28
Rome 26
Shenyang 20
Florence 15
Jinan 15
Nanchang 14
New York 14
Shanghai 14
Hong Kong 13
Valdobbiadene 12
Venice 12
Falls Church 11
Hebei 11
Cardiff 10
Gilroy 10
Norwalk 10
Santa Cruz 10
Tianjin 10
Bologna 9
Chicago 9
Legnaro 9
Phoenix 9
Changsha 8
Kilburn 8
Santo Stino Di Livenza 8
Cattolica 7
Paese 7
Sant'elena 7
Amsterdam 6
Bari 6
Indiana 6
Jiaxing 6
Lappeenranta 6
Marcon 6
Udine 6
Vicenza 6
Arce 5
Bengaluru 5
Biella 5
Copertino 5
Crotone 5
Haikou 5
Hangzhou 5
Mountain View 5
Ogden 5
Pescara 5
Redwood City 5
Trento 5
Vigevano 5
Zhengzhou 5
Bochum 4
Borås 4
Boulder 4
Kharkiv 4
Muenster 4
Paris 4
Pozuelo de Alarcón 4
Tashkent 4
Ascoli Piceno 3
Bissen 3
Camugnano 3
Central District 3
Edinburgh 3
Fuzhou 3
Hackettstown 3
Kharagpur 3
Lagos 3
Laives 3
Las Vegas 3
Luxembourg 3
Mira 3
Munich 3
Nanto 3
Totale 7.691
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Nome #
Option pricing with non-Gaussian scaling and infinite-state switching volatility 164
The relationship between oil prices and rig counts: The importance of lags 162
Scenario-based forecast for the electricity demand in Qatar and the role of energy efficiency improvements 149
Chasing volatility: A persistent multiplicative error model with jumps 145
Misspecification tests for Periodic Long Memory GARCH models. 121
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data? 120
RATIONAL LEARNING FOR RISK-AVERSE INVESTORS BY CONDITIONING ON BEHAVIORAL CHOICES 119
A Multidimensional Analysis of the Relationship Between Corporate Social Responsibility and Firms' Economic Performance 119
Testing persistence of WTI and brent long-run relationship after the shale oil supply shock 119
A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management 118
Asymmetry and leverage in GARCH models: a News Impact Curve perspective 118
Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle 117
Volatility Jumps and Their Economic Determinants 117
The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk 113
Measuring the Behavioural Component of the S&P 500 and its Relationship to Financial Stress and Aggregated Earnings Surprises 112
Dynamic asymmetric GARCH 111
Comparing and Selecting Performance Measures Using Rank Correlations 111
Proximity-Structured Multivariate Volatility Models 111
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH 111
On the role of risk in the Morningstar rating for mutual funds. 108
Building News Measures from Textual Data and an Application to Volatility Forecasting 106
Periodic Long-Memory GARCH models 105
Long-memory models for count time series 105
Generalised long-memory GARCH models for intra-daily volatility 104
Volatility Forecasting in a Data Rich Environment 104
Contagion dating through market interdependence analysis and correlation stability 103
THE TEN COMMANDMENTS FOR MANAGING INVESTMENTS 101
Flexible dynamic conditional correlation multivariate GARCH for asset allocation 101
A note on calculating autocovariances of long-memory processes 100
Fast clustering of GARCH processes via Gaussian mixture models 98
Ensemble properties of high-frequency data and intraday trading rules 98
Dating EU15 monthly business cycle jointly using GDP and IPI 96
Variance clustering improved dynamic conditional correlation MGARCH estimators 96
A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES 96
Asset allocation strategies based on penalized quantile regression 96
The bank-sovereign nexus: Evidence from a non-bailout episode 96
Periodic Long Memory GARCH models 96
Identification of Long memory in GARCH models 95
Correction of Caporin and Paruolo (2015) 95
A generalized Dynamic Conditional Correlation model for portfolio risk evaluation 94
Ten Things You Should Know about the Dynamic Conditional Correlation Representation 94
The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises 94
Measuring sovereign contagion in Europe 94
Variance (non) causality in multivariate GARCH 92
On the predictability of stock prices: A case for high and low prices 90
Financial Time Series: Methods and Models 90
Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis 89
Modeling and Forecasting Realized Range Volatility 89
The long-run oil–natural gas price relationship and the shale gas revolution 89
Modeling and forecasting wind speed intensity for weather risk management 87
Scalar BEKK and indirect DCC 87
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises 87
DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS 86
Risk spillovers in international equity portfolios 86
On the evaluation of marginal expected shortfall 85
Forecasting Temperature Indices Density with Time-Varying Long-Memory Models 84
Backward/forward optimal combination of performance measures for equity screening 82
Volatility Threshold Dynamic Conditional Correlations: An International Analysis 81
Equity and CDS sector indices: Dynamic models and risk hedging 80
Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion 80
Analytical Gradients of Dynamic Conditional Correlation Models 80
Misspecification tests for Periodic Long Memory GARCH models 79
Realized range volatility forecasting: Dynamic features and predictive variables 79
Market volatility, optimal portfolios and naive asset allocations 77
Time-varying persistence in US inflation 77
Robust ranking of multivariate GARCH models by problem dimension 76
Evaluating value-at-risk measures in the presence of long memory conditional volatility 75
The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises 75
Decomposing and backtesting a flexible specification for CoVaR 73
Do structural breaks in volatility cause spurious volatility transmission? 73
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices 72
Systemic co-jumps 72
Conditional Quantile-Located VaR 71
On the role of risk in the Morningstar rating for mutual funds 70
On the volatilities of tourism stocks and oil 69
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements 69
A multilevel factor approach for the analysis of CDS commonality and risk contribution 67
Precious metals under the microscope: a high-frequency analysis 66
Model based Monte Carlo pricing of energy and temperature Quanto options 65
Damages Evaluation, Periodic Floods, and Local Sea Level Rise: The Case of Venice, Italy 65
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models 64
On the (Ab)use of Omega? 64
Misspecification tests for periodic long memory GARCH models 63
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 63
Estimation and model-based combination of causality networks among large US banks and insurance companies 62
Dynamic network analysis of North American financial institutions 60
TrAffic LIght system for systemic Stress: TALIS3 59
GARCH models with spatial structure 57
The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective 56
SFIGARCH: a seasonal long memory GARCH model. 56
A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS RID A-2407-2008 51
Is the Korean housing market following Gangnam style? 50
SFIGARCH: a seasonal long memory GARCH model 48
Asymmetric and time-frequency spillovers among commodities using high-frequency data 47
Modeling and Forecasting Realized Range VolatilityAdvances in Theoretical and Applied Statistics 46
Identification of long-memory in GARCH models 45
Dynamic Conditional Correlation Models: Block Structures and Markov Switches for Contagion Analysis 45
Measuring Climate Transition Risk Spillovers 43
Systemic events and diffusion of jumps 43
Model selection and testing of conditional and stochastic volatility models 42
Totale 8.710
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Categoria #
all - tutte 37.717
article - articoli 31.024
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 143
patent - brevetti 0
selected - selezionate 0
volume - volumi 2.737
Totale 71.621
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/20201.130 0 0 0 0 0 119 193 210 248 167 98 95
2020/20211.265 75 95 55 164 47 65 49 136 185 131 155 108
2021/20221.756 32 149 330 194 68 80 114 181 76 35 223 274
2022/2023985 204 24 26 96 163 125 29 82 118 10 86 22
2023/2024689 32 91 42 42 44 35 44 29 84 24 86 136
2024/20251.053 68 231 133 132 399 90 0 0 0 0 0 0
Totale 9.602