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Massimiliano Caporin | IDEAS/RePEc
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Massimiliano Caporin: current contact information and listing of economic research of this author provided by RePEc/IDEAS
Network Profiles
LinkedIn: Massimiliano Caporin | LinkedIn
Bekijk het volledige profiel van Massimiliano Caporin Het is gratis! Op LinkedIn kunt u collega’s, klasgenoten en 400 miljoen andere professionals vinden.
LinkedIn: Massimiliano Caporin | LinkedIn
Massimiliano Caporins berufliches Profil anzeigen LinkedIn ist das weltweit größte berufliche Netzwerk, das Fach- und Führungskräften wie Massimiliano Caporin ...
LinkedIn: Massimiliano Caporin | LinkedIn
Wyświetl profesjonalny profil użytkownika Massimiliano Caporin na LinkedIn. LinkedIn to największa na świecie sieć biznesowa, która pomaga specjalistom takim ...
Business Profiles
Researchgate: Massimiliano Caporin
Padova, Veneto, Italy
Books & Literature
Massimiliano Caporin | XanEdu Customization Platform
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Author: Massimiliano Caporin. Results. Misspecification tests for periodic long memory GARCH models Springer Science+Business Media
Applied Quantitative Methods for Trading and Investment - Google Books
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This book provides a manual on quantitative financial analysis.Focusing on advanced methods for modelling financial markets in thecontext of practical...
Measuring Sovereign Contagion in Europe - Massimiliano Caporin,...
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books.google.comhttp://books.google.com/books/about/Measuring_Sovereign_Contagion_in_Europe.html?id=bSJjMwEACAAJ&utm_source=gb-gplus-share ...
Related Documents
Systemic and Systematic risk - Monica Billio, Massimiliano Caporin, R…
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Systemic and Systematic risk - Monica Billio, Massimiliano Caporin, Roberto Panzica, Loriana Pelizzon SYRTO Code Workshop Workshop on Systemic Risk Policy Issu…
[ ] Asset Allocation Strategies Based on Penalized Quantile...
arxiv.org
... Asset Allocation Strategies Based on Penalized Quantile Regression. Authors: Giovanni Bonaccolto, Massimiliano Caporin, Sandra Paterlini.
Multi-Jumps by Massimiliano Caporin, Aleksey Kolokolov, Roberto Renò...
papers.ssrn.com
We provide clear-cut evidence for economically and statistically significant multivariate jumps (multi-jumps) occurring simultaneously in stock ...
[ ] Ensemble properties of high frequency data and intraday...
arxiv.org
Fulvio Baldovin, Francesco Camana, Massimiliano Caporin, Michele Caraglio, Attilio L. Stella. Regarding the intraday sequence of high ...
Scientific Publications
Journal of Econometrics | Econometric Analysis of Financial...
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The online version of Journal of Econometrics at ScienceDirect.com, the world's leading platform for high quality peer-reviewed full-text journals.
Proximity-Structured Multivariate Volatility Models: Ingenta Connect
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To cite this article: Massimiliano Caporin & Paolo Paruolo (2015) Proximity-Structured Multivariate Volatility Models,. Econometric Reviews ...
dblp: Massimiliano Caporin
dblp.uni-trier.de
List of computer science publications by Massimiliano Caporin
The Value of Protecting Venice from the Acqua Alta Phenomenon under...
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Massimiliano Caporin. Date Deposited: 19. Feb :00. Last Modified: 24. Mar :03. References: Andersen, T.G., and Bollerslev, T., 1997, Intraday ...
Publications
EconPapers: Massimiliano Caporin
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Working Paper, Norges Bank (2012) View citations (11) On the (Ab)Use of Omega? Working Papers, Department of Economics, University of Venice "Ca' Foscari" View ...
Oalib search
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Abstract: The purpose of the paper is to discuss ten things potential users should know about the limits of the Dynamic Conditional ...
EconPapers: On the (Ab)Use of Omega?
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On the (Ab)Use of Omega? Bertrand Maillet (), Michele Costola (), Massimiliano Caporin and Gregory Jannin Additional contact information Bertrand Maillet: A.A ...
Identification of long memory in GARCH models | SpringerLink
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Authors. Massimiliano Caporin. Email author. Dipartimento di Scienze EconomicheUniversitá Ca' Foscari di Venezia; AssociatiGRETA. Article.
Reports & Statements
Wikipedia: Talk:Autoregressive conditional heteroskedasticity - Wikipedia
This article is within the scope of the WikiProject Statistics, a collaborative effort to improve the Reference 1: Massimiliano Caporin & Eduardo Rossi & Paolo Santucci De Magistris, "Chasing Volatility. A Persistent Multiplicative Error ...
JISCMail - ECONOMETRIC-RESEARCH Archives
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Massimiliano Caporin <[log in to unmask]> ... University of Milano-Bicocca, Milano, Italy Massimiliano CAPORIN, University of Padova, Padova, ...
Miscellaneous
Massimiliano Caporin - Curriculum Vitae
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allegato rimosso da Massimiliano Caporin ... + – skype: massimiliano.caporin – ...
Massimiliano Caporin - Trích dẫn của Google Scholar
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Massimiliano Caporin. University of Padova - Department of Economics and Management. Financial Econometrics, Empirical Finance. Email được xác minh tại ...
Massimiliano Caporin
sites.google.com
Financial econometrics, long-memory models, GARCH models, portfolio allocation and management, market risk measurement, managed portfolios performance …
Massimiliano Caporin - Ultime notizie su Massimiliano Caporin -...
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Massimiliano Caporin - Ultime notizie su Massimiliano Caporin - Argomenti del Sole 24 Ore
Dr. Massimiliano Caporin | Insight Medical Publishing
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Dr. Massimiliano Caporin , Journal of Informatics and Data Mining.
Massimiliano Caporin, “The impact of network connectivity on factor...
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Massimiliano Caporin, “The impact of network connectivity on factor exposures, asset pricing and portfolio diversification”
Massimiliano Caporin - Google 学术搜索
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University of Padova - Department of Statistical Sciences - 引用次数：3,440 次 - Financial Econometrics - Empirical Finance - Systemic Risk - Asset...
Author Page for Massimiliano Caporin :: SSRN
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Total downloads of all papers by Massimiliano Caporin
Internet Archive Search: creator:"Massimiliano Caporin"
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Ensemble properties of high frequency data and intraday trading rules - Fulvio Baldovin Regarding the intraday sequence of high frequency returns of the S&P ...
Massimiliano Caporin, Ph.D.
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Associate Professor University of Padova Via 8 Febbraio 1848, 2, Department of Economics and Management Padova PD Italy Papers: Network banks …
Massimiliano Caporin
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ICEEE-6TH: SIXTH ITALIAN CONGRESS OF ECONOMETRICS AND EMPIRICAL ECONOMICS (ICEEE). PROGRAMINDEXES. Massimiliano Caporin ...
A Survey On The Four Families Of Performance Measures | Massimiliano...
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A Survey On The Four Families Of Performance Measures. Massimiliano Caporin, Grégory M. Jannin, Francesco Lisi, Bertrand B. Maillet. Journal of ...
Proximity-structured multivariate volatility models - EconBiz
www.econbiz.de
Massimiliano Caporin and Paolo Paruolo. Year of Publication: 2015: Authors: Caporin, Massimiliano; Paruolo, Paolo: Published in: Econometric reviews.
Scienze Statistiche | Massimiliano Caporin
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Massimiliano Caporin Full Professor of Economic Statistic Department of Statistical Sciences, Padua University Via Cesare Battisti, Padua
Evaluating value-at-risk measures in the presence of long memory...
www.risk.net
Massimiliano Caporin
University of Padova, Department of Economics, Via del Santo 33, Padova, Italy; ...
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models...
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Massimiliano Caporin pertenece al Dipartimento di Scienze Economiche “Marco Fanno”, Università degli Studi di Padova,Facoltà di Scienze ...
Measuring Sovereign Contagion in Europe
www.nber.org
Measuring Sovereign Contagion in Europe. Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo, Roberto Rigobon. NBER Working Paper No
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