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~isPartOf:"Working papers"
~person:"Bali, Turan G."
~person:"Broll, Udo"
~person:"Caporin, Massimiliano"
~person:"Harvey, Campbell R."
~person:"Scaillet, Olivier"
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Bali, Turan G.
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Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012244841
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2
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011629466
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3
Flexible dynamic consitional correlation multivariate GARCH models for asset allocation
Billio, Monica
(
contributor
);
Gobbo, Michele
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003376752
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4
A generalized dynamic conditional correlation model for portfolio risk evaluation
Billio, Monica
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397550
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5
Market volatility, optimal portfolios and naive asset allocations
Caporin, Massimiliano
;
Pelizzon, Loriana
-
2012
-
First draft
Persistent link: https://www.econbiz.de/10011628996
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Rational learning for risk-averse investors by conditioning on behavioral choices
Costola, Michele
;
Caporin, Massimiliano
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2015
Persistent link: https://www.econbiz.de/10011632577
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