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person:"Caporin, Massimiliano"
~person:"Righi, Marcelo Brutti"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
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44
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44
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26
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23
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23
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20
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Caporin, Massimiliano
Righi, Marcelo Brutti
McAleer, Michael
18
Hammoudeh, Shawkat
11
Stoja, Evarist
10
Polanski, Arnold
9
Bali, Turan G.
8
Almeida, Caio
7
Asai, Manabu
7
Allen, David E.
6
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6
Garcia, René
6
Jiang, Hao
6
Ruenzi, Stefan
6
Weigert, Florian
6
Ardison, Kym
5
Demirtas, K. Ozgur
5
Haas, Markus
5
Karmakar, Madhusudan
5
Kelly, Bryan T.
5
Liu, Jinjing
5
Long, Huaigang
5
Paolella, Marc S.
5
Scharth, Marcel
5
Valdesogo, Alfonso
5
Barunik, Jozef
4
Bauwens, Luc
4
Bi̇rbi̇l, Ş. İlker
4
Gupta, Rangan
4
Gyntelberg, Jacob
4
Heinen, Andréas
4
Hoogerheide, Lennart F.
4
Kaynar, Bahar
4
Liu, Tengdong
4
Mittnik, Stefan
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Nguyen, Duc Khuong
4
Patton, Andrew J.
4
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1
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ECONIS (ZBW)
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1
Is there a risk premium? : Evidence from thirteen measures
Fracasso, Laís Martins
;
Müller, Fernanda Maria
; …
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 182-199
Persistent link: https://www.econbiz.de/10014490275
Saved in:
2
Liquidity, implied volatility and tail risk: a comparison of liquidity measures
Ramos, Henrique Pinto
;
Righi, Marcelo Brutti
- In:
International review of financial analysis
69
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012316872
Saved in:
3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
Saved in:
4
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
5
Global risk evolution and diversification : a Copula-DCC-GARCH model approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10010412236
Saved in:
6
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
7
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
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