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~accessRights:"restricted"
~person:"Barucci, Emilio"
~person:"Caporin, Massimiliano"
~person:"Corvino, Fausto"
~person:"Li, Kai"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Volatilität
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Barucci, Emilio
Caporin, Massimiliano
Corvino, Fausto
Li, Kai
Gupta, Rangan
18
Wang, Yudong
11
Chan, Joshua
10
McAleer, Michael
10
Rodriguez, Gabriel
9
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8
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7
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7
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6
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6
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6
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6
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6
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6
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6
Barigozzi, Matteo
5
Bekiros, Stelios
5
Bouri, Elie
5
Cross, Jamie
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Gallo, Giampiero M.
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5
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4
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4
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Journal of economic behavior & organization : JEBO
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1
Extrapolative asset pricing
Li, Kai
;
Liu, Jun
- In:
Journal of economic theory
210
(
2023
),
pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
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
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:
4
Social interaction, volatility clustering, and momentum
He, Xue-zhong
;
Li, Kai
;
Santi, Caterina
;
Shi, Lei
- In:
Journal of economic behavior & organization : JEBO
203
(
2022
),
pp. 125-149
Persistent link: https://www.econbiz.de/10014227916
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
Financial intermediation and capital reallocation
Ai, Hengjie
;
Li, Kai
;
Yang, Fang
- In:
Journal of financial economics
138
(
2020
)
3
,
pp. 663-686
Persistent link: https://www.econbiz.de/10012653125
Saved in:
7
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:
8
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:
9
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:
10
Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
- In:
Journal of economic behavior & organization : JEBO
130
(
2016
),
pp. 274-297
Persistent link: https://www.econbiz.de/10011701919
Saved in:
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