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~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~language:"fin"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Caporin, Massimiliano"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Theorie"
~subject:"Unternehmenserfolg"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
~type_genre:"Case study"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Hochschulschrift"
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Kapitaleinkommen
Share price
Theorie
Unternehmenserfolg
Wirkungsanalyse
Volatility
4
Volatilität
4
Capital income
3
Time series analysis
3
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Caporin, Massimiliano
Wang, Leonard F. S.
14
Gupta, Rangan
13
Mukherjee, Arijit
11
Chao, Chi-Chur
9
Lien, Da-hsiang Donald
7
Pi, Jiancai
7
Wohar, Mark E.
7
Ma, Feng
6
Matsumura, Toshihiro
6
Stark, Oded
6
Zhang, Pengqing
6
Chan, Kam C.
5
Cozzi, Guido
5
Friehe, Tim
5
Gao, Shenghao
5
Hassan, M. Kabir
5
Kit, Pong Wong
5
Lai, Ching-chong
5
Petrakēs, Emmanuēl
5
Salisu, Afees A.
5
Tsionas, Efthymios G.
5
Vasconcelos, Helder
5
Wu, Jianhong
5
Yang, Jinqiang
5
Arbex, Marcelo
4
Balcilar, Mehmet
4
Basak, Debasmita
4
Batabyal, Amitrajeet A.
4
Boungou, Whelsy
4
Casajus, André
4
Chen, Shyh-Wei
4
Chu, Angus C.
4
Demirer, Rıza
4
Etro, Federico
4
Gao, Bin
4
Lee, Chien-chiang
4
Lee, Sang-Ho
4
Li, Rui
4
Li, Youping
4
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Economics letters
International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
3
Journal of econometrics
2
Annals of financial economics
1
Applied economics
1
Computational economics
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Econometrics : open access journal
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European journal of operational research : EJOR
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Journal of banking & finance
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
4
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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
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:
3
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:
4
Realized range volatility forecasting : dynamic features and predictive variables
Caporin, Massimiliano
;
Velo, Gabriel G.
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 98-112
Persistent link: https://www.econbiz.de/10011573562
Saved in:
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