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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Working papers"
~language:"eng"
~person:"Caporin, Massimiliano"
~person:"Gil-Alaña, Luis A."
~person:"Kumbhakar, Subal"
~person:"Stiglitz, Joseph E."
~subject:"Volatilität"
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Caporin, Massimiliano
Gil-Alaña, Luis A.
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Billio, Monica
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
2
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012244841
Saved in:
3
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011629466
Saved in:
4
Market volatility, optimal portfolios and naive asset allocations
Caporin, Massimiliano
;
Pelizzon, Loriana
-
2012
-
First draft
Persistent link: https://www.econbiz.de/10011628996
Saved in:
5
Flexible dynamic consitional correlation multivariate GARCH models for asset allocation
Billio, Monica
(
contributor
);
Gobbo, Michele
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003376752
Saved in:
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