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Caporin, Massimiliano
78
McAleer, Michael
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1
Forecasting temperature indices density with time-varying long-memory models
Caporin, Massimiliano
;
Preś, Juliusz
- In:
Journal of forecasting
32
(
2013
)
4
,
pp. 339-352
Persistent link: https://www.econbiz.de/10009775500
Saved in:
2
Equity and CDS sector indices : dynamic models and risk hedging
Caporin, Massimiliano
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 261-275
Persistent link: https://www.econbiz.de/10009779255
Saved in:
3
Variance (non) causality in multivariate GARCH
Caporin, Massimiliano
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003509003
Saved in:
4
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:
5
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:
6
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:
7
Proximity-structured multivariate volatility models
Caporin, Massimiliano
;
Paruolo, Paolo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 559-593
Persistent link: https://www.econbiz.de/10011373256
Saved in:
8
"On the (Ab)use of Omega?"
Caporin, Massimiliano
;
Costola, Michele
;
Jannin, Gregory
; …
- In:
Journal of empirical finance
46
(
2018
),
pp. 11-33
Persistent link: https://www.econbiz.de/10012103452
Saved in:
9
Market volatility, optimal portfolios and naive asset allocations
Caporin, Massimiliano
;
Pelizzon, Loriana
-
2012
-
First draft
Persistent link: https://www.econbiz.de/10011628996
Saved in:
10
Volatility jumps and their economic determinants
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 29-80
Persistent link: https://www.econbiz.de/10011588534
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