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subject:"Innovation"
type_genre:"Sammlung"
~person:"Caporin, Massimiliano"
~person:"Meddahi, Nour"
~person:"Stadler, Manfred"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Innovation
Volatility
Theorie
70
Theory
70
Volatilität
20
ARCH model
11
ARCH-Modell
11
Deutschland
7
Estimation
7
Germany
7
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7
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7
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English
27
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Caporin, Massimiliano
Meddahi, Nour
Stadler, Manfred
Gupta, Rangan
22
McAleer, Michael
22
Malerba, Franco
21
Bollerslev, Tim
20
Antonelli, Cristiano
18
Lambertini, Luca
17
Aghion, Philippe
16
Dosi, Giovanni
16
Andersen, Torben
15
Asai, Manabu
15
Audretsch, David B.
14
Mukherjee, Arijit
14
Chu, Angus C.
13
Denicolò, Vincenzo
13
Wang, Yudong
13
Cozzi, Guido
12
Herwartz, Helmut
12
Renault, Eric
12
Batabyal, Amitrajeet A.
11
Chan, Joshua
11
Westerhoff, Frank H.
11
Aït-Sahalia, Yacine
10
Choi, Jay Pil
10
Fouque, Jean-Pierre
10
Ghysels, Eric
10
Mele, Antonio
10
Pierdzioch, Christian
10
Rodriguez, Gabriel
10
Sircar, Kaushik Ronnie
10
Teece, David J.
10
Yu, Jun
10
Zhang, Jie
10
Baumol, William J.
9
Bekaert, Geert
9
Caporale, Guglielmo Maria
9
Escobar, Marcos
9
Hafner, Christian M.
9
Härdle, Wolfgang
9
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Econometric reviews
3
Journal of econometrics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
2
40 Jahre IAW
1
Applied economics
1
Econometric theory
1
Economics letters
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Industrieökonomik und Finanzmärkte
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1
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1
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1
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ECONIS (ZBW)
30
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1
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30
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date (oldest first)
1
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 196-223
Persistent link: https://www.econbiz.de/10014343115
Saved in:
2
The role of jumps in realized volatility modeling and forecasting
Caporin, Massimiliano
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1143-1168
Persistent link: https://www.econbiz.de/10014391446
Saved in:
3
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Bonaccolto, G.
;
Caporin, Massimiliano
;
Zambon, N.
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1098-1116
Persistent link: https://www.econbiz.de/10012609265
Saved in:
4
Asymmetry and leverage in GARCH models : a News Impact Curve perspective
Caporin, Massimiliano
;
Costola, Michele
- In:
Applied economics
51
(
2019
)
31
,
pp. 3345-3364
Persistent link: https://www.econbiz.de/10012196836
Saved in:
5
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometric theory
33
(
2017
)
4
,
pp. 791-838
Persistent link: https://www.econbiz.de/10011810210
Saved in:
6
Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 122-145
Persistent link: https://www.econbiz.de/10011818372
Saved in:
7
Volatility jumps and their economic determinants
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 29-80
Persistent link: https://www.econbiz.de/10011588534
Saved in:
8
Proximity-structured multivariate volatility models
Caporin, Massimiliano
;
Paruolo, Paolo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 559-593
Persistent link: https://www.econbiz.de/10011373256
Saved in:
9
Education, innovation and growth in quality-ladder models of North-North trade
Stadler, Manfred
- In:
Modern economy
6
(
2015
)
10
,
pp. 1115-1128
Persistent link: https://www.econbiz.de/10011441776
Saved in:
10
Bootstrapping realized multivariate volatility measures
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009702319
Saved in:
1
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