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~accessRights:"free"
~accessRights:"restricted"
~person:"Caporin, Massimiliano"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Risikomaß
18
Risk measure
18
Volatility
11
Volatilität
11
Estimation
9
Schätzung
9
Theorie
8
Theory
8
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7
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6
Prognoseverfahren
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Business network
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4
CoVaR
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Stochastischer Prozess
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financial spillover
3
network
3
risk spillover
3
2000-2010
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Caporin, Massimiliano
McAleer, Michael
14
Almeida, Caio
7
Hammoudeh, Shawkat
7
Allen, David E.
6
Garcia, René
6
Ruenzi, Stefan
6
Weigert, Florian
6
Ardison, Kym
5
Asai, Manabu
5
Chiang, Thomas C.
5
Gupta, Rangan
5
Jiang, Hao
5
Liu, Jinjing
5
Long, Huaigang
5
Scharth, Marcel
5
Stoja, Evarist
5
Barunik, Jozef
4
Haas, Markus
4
Kelly, Bryan T.
4
Mittnik, Stefan
4
Nguyen, Duc Khuong
4
Paolella, Marc S.
4
Patton, Andrew J.
4
Polanski, Arnold
4
Zhu, Yifeng
4
Agarwal, Vikas
3
Bali, Turan G.
3
Baum, Christopher F.
3
Bauwens, Luc
3
Bee, Marco
3
Bi̇rbi̇l, Ş. İlker
3
Chen, Liyuan
3
Degiannakis, Stavros Antonios
3
Demirtas, K. Ozgur
3
Fabozzi, Frank J.
3
Frenk, Johannes G.
3
Fuertes, Ana María
3
Harris, Richard D. F.
3
Herrera, Rodrigo
3
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Discussion paper / Tinbergen Institute
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Econometric Institute research papers
1
Energy economics
1
International review of economics & finance : IREF
1
Quantitative finance
1
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ECONIS (ZBW)
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1
ESG risk exposure : a tale of two tails
Yang, Runfeng
;
Caporin, Massimiliano
;
Jiménez-Martin, …
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 827-849
Persistent link: https://www.econbiz.de/10015050799
Saved in:
2
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:
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
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:
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