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subject:"Innovation"
type_genre:"Sammlung"
~person:"Caporin, Massimiliano"
~person:"Meddahi, Nour"
~subject:"Risiko"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Innovation
Risiko
Volatility
Theorie
38
Theory
38
Volatilität
20
ARCH model
11
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11
Portfolio selection
7
Portfolio-Management
7
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6
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6
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6
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22
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21
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Caporin, Massimiliano
Meddahi, Nour
Eeckhoudt, Louis R.
38
Gollier, Christian
33
Gupta, Rangan
27
McAleer, Michael
23
Bollerslev, Tim
22
Malerba, Franco
21
Viscusi, W. Kip
21
Wang, Ruodu
21
Chavas, Jean-Paul
20
Epstein, Larry G.
19
Antonelli, Cristiano
18
Kit, Pong Wong
18
Lambertini, Luca
18
Wong, Wing Keung
18
Aghion, Philippe
16
Audretsch, David B.
16
Denuit, Michel
16
Dosi, Giovanni
16
Herwartz, Helmut
16
Andersen, Torben
15
Asai, Manabu
15
Righi, Marcelo Brutti
15
Wang, Yudong
15
Denicolò, Vincenzo
14
Madan, Dilip B.
14
Rosazza Gianin, Emanuela
14
Schlesinger, Harris
14
Siu, Tak Kuen
14
Wakker, Peter P.
14
Alghalith, Moawia
13
Batabyal, Amitrajeet A.
13
Beladi, Hamid
13
Chu, Angus C.
13
Cozzi, Guido
13
Dequech, David
13
Fabozzi, Frank J.
13
Fouque, Jean-Pierre
13
Huang, Xiaoxia
13
Laeven, Roger J. A.
13
Menegatti, Mario
13
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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
Journal of empirical finance
2
Applied economics
1
Econometric theory
1
Economics letters
1
International economic review
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
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1
Journal of financial econometrics
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The European journal of finance
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ECONIS (ZBW)
21
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21
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1
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:
2
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:
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
"On the (Ab)use of Omega?"
Caporin, Massimiliano
;
Costola, Michele
;
Jannin, Gregory
; …
- In:
Journal of empirical finance
46
(
2018
),
pp. 11-33
Persistent link: https://www.econbiz.de/10012103452
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
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:
8
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:
9
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:
10
Equity and CDS sector indices : dynamic models and risk hedging
Caporin, Massimiliano
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 261-275
Persistent link: https://www.econbiz.de/10009779255
Saved in:
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