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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Caporin, Massimiliano"
~subject:"Schätzung"
~subject:"United States"
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Volatilität
Zeitreihenanalyse
Schätzung
United States
Estimation
15
Volatility
7
Time series analysis
6
ARCH model
4
ARCH-Modell
4
Börsenkurs
4
Capital income
4
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4
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4
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4
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Caporin, Massimiliano
Gupta, Rangan
150
Bahmani-Oskooee, Mohsen
71
Gil-Alaña, Luis A.
65
Zaremba, Adam
53
Tiwari, Aviral Kumar
51
Wohar, Mark E.
46
Apergēs, Nikolaos
42
Balcilar, Mehmet
41
Marcellino, Massimiliano
41
Lee, Chien-chiang
38
Shahbaz, Muhammad
38
Ma, Feng
34
Salisu, Afees A.
34
Xuan Vinh Vo
34
Hammoudeh, Shawkat
33
Bouri, Elie
32
Pierdzioch, Christian
32
Caporale, Guglielmo Maria
31
Jalles, João Tovar
31
Wang, Yudong
29
Kang, Sang Hoon
28
Narayan, Paresh Kumar
28
Rodríguez-Pose, Andrés
27
Chang, Tsangyao
26
Massa, Massimo
26
Mensi, Walid
26
Rose, Andrew
26
Yoon, Seong-min
26
Gambetti, Luca
25
Jawadi, Fredj
25
Ours, Jan C. van
25
Zhang, Yaojie
25
Kumbhakar, Subal
24
Serletis, Apostolos
24
Shahzad, Syed Jawad Hussain
24
Van Reenen, John
24
Egger, Peter
23
Forni, Mario
23
Wagner, Joachim
23
Afonso, António
22
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Energy economics
2
International review of economics & finance : IREF
2
Journal of empirical finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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ECONIS (ZBW)
15
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1
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Iacopini, …
- In:
Energy economics
132
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015047165
Saved in:
2
Asymmetric and time-frequency based networks of currency markets
Shahzad, Syed Jawad Hussain
;
Hasan, Mudassar
;
Caporin, …
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014473529
Saved in:
3
News and intraday jumps : evidence from regularization and class imbalance
Caporin, Massimiliano
;
Poli, Francesco
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534219
Saved in:
4
Is the Korean housing market following Gangnam style?
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
4
,
pp. 2041-2072
Persistent link: https://www.econbiz.de/10012622462
Saved in:
5
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:
6
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
Saved in:
7
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
8
Decomposing and backtesting a flexible specification for CoVaR
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Paterlini, …
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224757
Saved in:
9
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
10
The bank-sovereign nexus : evidence from a non-bailout episode
Caporin, Massimiliano
;
Natvik, Gisle J.
;
Ravazzolo, …
- In:
Journal of empirical finance
53
(
2019
),
pp. 181-196
Persistent link: https://www.econbiz.de/10012171688
Saved in:
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