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Variance (Non) Causality in Mu...
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1
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:
2
Statistical Analysis of Financial Data : With Examples In RGentleJamesChapman and Hall/CRC Press, 646 pp, ISBN: 9781138599499
Caporin, Massimiliano
- In:
Journal of the Royal Statistical Society: Series A …
185
(
2021
)
1
,
pp. 432-433
Persistent link: https://www.econbiz.de/10012810777
Saved in:
3
Measuring the Behavioural Component of the S&P 500 and its Relationship to Financial Stress and Aggregated Earnings Surprises
Caporin, Massimiliano
;
Corazzini, Luca
;
Costola, Michele
- In:
British Journal of Management
30
(
2018
)
3
,
pp. 712-729
Persistent link: https://www.econbiz.de/10012085608
Saved in:
4
Measuring sovereign contagion in Europe
Caporin, Massimiliano
;
Pelizzon, Loriana
;
Ravazzolo, …
-
2013
Persistent link: https://www.econbiz.de/10009714396
Saved in:
5
Rational learning for risk-averse investors by conditioning on behavioral choices
Costola, Michele
;
Caporin, Massimiliano
- In:
Annals of financial economics
11
(
2016
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011504045
Saved in:
6
Backward/forward optimal combination of performance measures for equity screening
Billio, Monica
;
Caporin, Massimiliano
;
Costola, Michele
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 63-83
Persistent link: https://www.econbiz.de/10011539679
Saved in:
7
Option pricing with non-Gaussian scaling and infinite-state switching volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
8
Traffic Light system for systemic Stress : TALIS3
Caporin, Massimiliano
;
Garcia-Jorcano, Laura
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822271
Saved in:
9
Is the Korean housing market following Gangnam style?
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
4
,
pp. 2041-2072
Persistent link: https://www.econbiz.de/10012622462
Saved in:
10
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
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