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Extreme value modelling for forecasting market crisis impacts
Bagliano, Fabio; Morana, Claudio - In: Applied financial economics 20 (2010) 1, pp. 63-73
Persistent link: https://www.econbiz.de/10008348810
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Structural breaks and common factors in the volatility of the Fama–French factor portfolios
Morana, Claudio; Beltratti, Andrea - In: Applied financial economics 16 (2006) 14, pp. 1059-1074
Persistent link: https://www.econbiz.de/10007630409
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Realized mean-variance efficient portfolio selection and euro area stock market integration
Morana, Claudio - In: Applied financial economics 20 (2010) 12, pp. 989-1002
Persistent link: https://www.econbiz.de/10008427739