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~isPartOf:"Applied economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Caporin, Massimiliano"
~subject:"Estimation"
~subject:"HAR-V-J"
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Caporin, Massimiliano
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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
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2
Volatility threshold dynamic conditional correlations : an international analysis
Kasch-Haroutounian, Maria
;
Caporin, Massimiliano
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 706-742
Persistent link: https://www.econbiz.de/10010233862
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