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~accessRights:"restricted"
~person:"Caporin, Massimiliano"
~subject:"Financial sector"
~subject:"Kapitaleinkommen"
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Caporin, Massimiliano
Long, Huaigang
5
Almeida, Caio
4
Ardison, Kym
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Chiang, Thomas C.
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Garcia, René
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Gupta, Rangan
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Hammoudeh, Shawkat
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European journal of operational research : EJOR
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Dynamic large financial networks via conditional expected shortfalls
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Maillet, …
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 322-336
Persistent link: https://www.econbiz.de/10013206844
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2
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
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