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~isPartOf:"FAME Research Paper Series"
~isPartOf:"Journal of empirical finance"
~person:"Caporin, Massimiliano"
~person:"Scaillet, Olivier"
~type_genre:"Aufsatz in Zeitschrift"
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Caporin, Massimiliano
Scaillet, Olivier
Nijman, Theodore E.
4
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FAME Research Paper Series
Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
4
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Journal of international financial markets, institutions & money
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Annals of financial economics
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Applied financial economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
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2
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
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