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Variance (Non) Causality in Mu...
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Volatility
Theorie
81
Theory
78
Volatilität
66
ARCH model
51
ARCH-Modell
51
Schätzung
49
Estimation
48
Prognoseverfahren
46
Forecasting model
45
Time series analysis
41
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40
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30
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30
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25
Scientific modelling
25
Kapitaleinkommen
24
Capital income
23
Risikomaß
22
Risk measure
21
Korrelation
20
Spillover effect
18
Spillover-Effekt
18
BEKK
17
Börsenkurs
17
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17
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17
Share price
17
Business network
16
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16
Unternehmensnetzwerk
16
EU countries
15
EU-Staaten
15
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15
Finanzkrise
15
Stochastic process
15
USA
15
Conditional correlations
14
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14
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English
65
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Caporin, Massimiliano
66
McAleer, Michael
15
Pelizzon, Loriana
9
Billio, Monica
8
Asai, Manabu
7
Ranaldo, Angelo
7
Rossi, Eduardo
5
Santucci de Magistris, Paolo
5
Bonato, Matteo
4
Frattarolo, Lorenzo
4
Baldovin, Fulvio
3
Caraglio, Michele
3
Chang, Chia-Lin
3
Panzica, Roberto Calogero
3
Paruolo, Paolo
3
Velo, Gabriel G.
3
Bonaccolto, Giovanni
2
Costola, Michele
2
Poli, Francesco
2
Renò, Roberto
2
Stella, Attilio
2
Velo, Gebriel G.
2
Zamparo, Marco
2
Bernardi, Mauro
1
Bonaccolto, G.
1
Bonato, M.
1
Bordignon, Silvano
1
Camana, Francesco
1
Distaso, Walter
1
Gobbo, Michele
1
Kasch-Haroutounian, Maria
1
Kolokolov, Aleksey
1
Kolokolov, Alexey
1
Lisi, Francesco
1
Magistris, Paolo Santucci de
1
Malik, Farooq
1
Preś, Juliusz
1
Rodriguez-Caballero, Carlos Vladimir
1
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1
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Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
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1
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Econometric Institute research papers
4
International review of economics & finance : IREF
4
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4
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4
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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1
Ca Foscari University of Venice Working Paper
1
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1
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1
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1
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1
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1
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1
Macroeconomic forecasting in the era of big data : theory and practice
1
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1
Network connectivity, systematic and systemic risk
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ECONIS (ZBW)
65
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Evaluating value-at-risk measures in the presence of long memory conditional volatility
Caporin, Massimiliano
- In:
Journal of risk
10
(
2007/08
)
3
,
pp. 79-110
Persistent link: https://www.econbiz.de/10003698909
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
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:
4
Flexible dynamic consitional correlation multivariate GARCH models for asset allocation
Billio, Monica
(
contributor
);
Gobbo, Michele
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003376752
Saved in:
5
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664052
Saved in:
6
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
7
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
8
A scientific classification of volatility models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
Saved in:
9
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003987296
Saved in:
10
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011432792
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