Skip to contents Billio, Monica ; Caporin, Massimiliano Dating EU15 monthly business cycle jointly using GDP and IPI Articles View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Paris : OECD Publishing, 2008. Published in: Journal of Business Cycle Measurement and Analysis ; 2007:3<333 Gupta, Mayank [Author] ; Caporin, Massimiliano [Other] The Evolution of Shadow Banking System in Emerging Economies : The Role of Entrusted Loans in China’s Capital Market Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3179922 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Aielli, Gian Piero [Author] ; Caporin, Massimiliano [Other] Dynamic Principal Components : A New Class of Multivariate GARCH Models Books View online Schließen > Access https://ssrn.com/abstract=2559758 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Bonaccolto, Giovanni [Author] ; Caporin, Massimiliano [Other] Modelling and Forecasting the Realized Range Conditional Quantiles Books View online Schließen > Access https://ssrn.com/abstract=2508627 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Costola, Michele [Author] ; Caporin, Massimiliano [Other] Rational Learning for Risk-Averse Investors by Conditioning on Behavioral Choices Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2617632 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: University Ca' Foscari of Venice, Dept. of Economics Research Paper Series ; No. 16/WP/2015 Costola, Michele [Author] ; Caporin, Massimiliano [Other] Rational Learning for Risk-Averse Investors by Conditioning on Behavioral Choices (Web Appendix) Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2687066 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Aielli, Gian Piero [Author] ; Caporin, Massimiliano [Other] Fast Clustering of GARCH Processes Via Gaussian Mixture Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2071716 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Billio, Monica [Author] ; Caporin, Massimiliano [Other] A Generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=948405 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: University Ca' Foscari of Venice Economics Research Paper ; No. 53/06 Aielli, Gian Piero [Author] ; Caporin, Massimiliano [Other] Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1838182 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Kasch, Maria [Author] ; Caporin, Massimiliano [Other] Volatility Threshold Dynamic Conditional Correlations : An International Analysis Books View online Schließen > Access https://ssrn.com/abstract=968233 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Lisi, Francesco [Author] ; Caporin, Massimiliano [Other] On the Role of Risk in the Morningstar Rating for Mutual Funds Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1406961 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Caporin, Massimiliano [Author] Do Jumps Matter in Realized Volatility Modeling and Forecasting? Empirical Evidence and a New Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3651284 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2020 Caporin, Massimiliano [Author] ; Pelizzon, Loriana [Other]; Plazzi, Alberto [Other] Does Monetary Policy Impact International Market Co-Movements? Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3598166 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: SAFE Working Paper ; No. 276 Caporin, Massimiliano [Author] ; Pelizzon, Loriana [Other]; Ravazzolo, Francesco [Other]; Rigobon, Roberto [Other] Measuring Sovereign Contagion in Europe Books View online Schließen > Access https://ssrn.com/abstract=3693541 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: NBER Working Paper ; No. w18741 Caporin, Massimiliano [Author] ; Distaso, Walter [Other]; Zambon, Nancy [Other] The Cross-Section of Expected Jumps in Equity Returns Books View online Schließen > Access https://ssrn.com/abstract=3235354 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Caporin, Massimiliano [Author] ; Fontini, Fulvio [Other]; Santucci de Magistris, Paolo [Other] Price Convergence within and between the Italian Electricity Day-Ahead and Dispatching Services Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3106297 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Caporin, Massimiliano [Author] ; Fontini, Fulvio [Other] The Long-Run Oil-Natural Gas Price Relationship and the Shale Gas Revolution Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2630613 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Caporin, Massimiliano [Author] ; Costola, Michele [Other]; Jannin, Gregory Mathieu [Other]; Maillet, Bertrand B. [Other] On the (Ab)Use of Omega? Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2559216 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: University Ca' Foscari of Venice, Dept. of Economics Working Paper Series ; No. 02/WP/2015 Caporin, Massimiliano [Author] ; Kolokolov, Aleksey [Other]; Renò, Roberto [Other] Systemic Co-Jumps Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2851811 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: SAFE Working Paper ; No. 149 Caporin, Massimiliano [Author] ; Rossi, Eduardo [Other]; Santucci de Magistris, Paolo [Other] Chasing Volatility : A Persistent Multiplicative Error Model with Jumps Books View online Schließen > Access https://ssrn.com/abstract=2489287 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Billio, Monica ; Caporin, Massimiliano Dating EU15 monthly business cycle jointly using GDP and IPI Articles View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Paris : OECD Publishing, 2008. Published in: Journal of Business Cycle Measurement and Analysis ; 2007:3<333
Gupta, Mayank [Author] ; Caporin, Massimiliano [Other] The Evolution of Shadow Banking System in Emerging Economies : The Role of Entrusted Loans in China’s Capital Market Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3179922 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Aielli, Gian Piero [Author] ; Caporin, Massimiliano [Other] Dynamic Principal Components : A New Class of Multivariate GARCH Models Books View online Schließen > Access https://ssrn.com/abstract=2559758 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Bonaccolto, Giovanni [Author] ; Caporin, Massimiliano [Other] Modelling and Forecasting the Realized Range Conditional Quantiles Books View online Schließen > Access https://ssrn.com/abstract=2508627 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Costola, Michele [Author] ; Caporin, Massimiliano [Other] Rational Learning for Risk-Averse Investors by Conditioning on Behavioral Choices Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2617632 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: University Ca' Foscari of Venice, Dept. of Economics Research Paper Series ; No. 16/WP/2015
Costola, Michele [Author] ; Caporin, Massimiliano [Other] Rational Learning for Risk-Averse Investors by Conditioning on Behavioral Choices (Web Appendix) Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2687066 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Aielli, Gian Piero [Author] ; Caporin, Massimiliano [Other] Fast Clustering of GARCH Processes Via Gaussian Mixture Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2071716 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Billio, Monica [Author] ; Caporin, Massimiliano [Other] A Generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=948405 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: University Ca' Foscari of Venice Economics Research Paper ; No. 53/06
Aielli, Gian Piero [Author] ; Caporin, Massimiliano [Other] Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1838182 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Kasch, Maria [Author] ; Caporin, Massimiliano [Other] Volatility Threshold Dynamic Conditional Correlations : An International Analysis Books View online Schließen > Access https://ssrn.com/abstract=968233 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Lisi, Francesco [Author] ; Caporin, Massimiliano [Other] On the Role of Risk in the Morningstar Rating for Mutual Funds Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1406961 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009]
Caporin, Massimiliano [Author] Do Jumps Matter in Realized Volatility Modeling and Forecasting? Empirical Evidence and a New Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3651284 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2020
Caporin, Massimiliano [Author] ; Pelizzon, Loriana [Other]; Plazzi, Alberto [Other] Does Monetary Policy Impact International Market Co-Movements? Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3598166 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: SAFE Working Paper ; No. 276
Caporin, Massimiliano [Author] ; Pelizzon, Loriana [Other]; Ravazzolo, Francesco [Other]; Rigobon, Roberto [Other] Measuring Sovereign Contagion in Europe Books View online Schließen > Access https://ssrn.com/abstract=3693541 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: NBER Working Paper ; No. w18741
Caporin, Massimiliano [Author] ; Distaso, Walter [Other]; Zambon, Nancy [Other] The Cross-Section of Expected Jumps in Equity Returns Books View online Schließen > Access https://ssrn.com/abstract=3235354 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Caporin, Massimiliano [Author] ; Fontini, Fulvio [Other]; Santucci de Magistris, Paolo [Other] Price Convergence within and between the Italian Electricity Day-Ahead and Dispatching Services Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3106297 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Caporin, Massimiliano [Author] ; Fontini, Fulvio [Other] The Long-Run Oil-Natural Gas Price Relationship and the Shale Gas Revolution Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2630613 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Caporin, Massimiliano [Author] ; Costola, Michele [Other]; Jannin, Gregory Mathieu [Other]; Maillet, Bertrand B. [Other] On the (Ab)Use of Omega? Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2559216 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: University Ca' Foscari of Venice, Dept. of Economics Working Paper Series ; No. 02/WP/2015
Caporin, Massimiliano [Author] ; Kolokolov, Aleksey [Other]; Renò, Roberto [Other] Systemic Co-Jumps Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2851811 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: SAFE Working Paper ; No. 149
Caporin, Massimiliano [Author] ; Rossi, Eduardo [Other]; Santucci de Magistris, Paolo [Other] Chasing Volatility : A Persistent Multiplicative Error Model with Jumps Books View online Schließen > Access https://ssrn.com/abstract=2489287 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
> Media type Skip to next facet Articles (156) Wert ausschließen Books (114) Wert ausschließen Show more show less
> Rights information Skip to next facet Attribution (CC BY) (11) Wert ausschließen Show more show less
> Access State Skip to next facet Open Access (137) Wert ausschließen Without Specification (133) Wert ausschließen Show more show less
> Language Skip to next facet English (263) Wert ausschließen Not determined (7) Wert ausschließen Show more show less
> Subject Skip to next facet Chemistry and pharmacology (86) Wert ausschließen Economics (43) Wert ausschließen Sociology (21) Wert ausschließen Mathmatics (13) Wert ausschließen Computer science (3) Wert ausschließen General (2) Wert ausschließen Show more show less
> Creator Skip to next facet Caporin, Massimiliano (265) Wert ausschließen Pelizzon, Loriana (34) Wert ausschließen Billio, Monica (27) Wert ausschließen McAleer, Michael (27) Wert ausschließen Costola, Michele (19) Wert ausschließen Lisi, Francesco (19) Wert ausschließen Bonaccolto, Giovanni (16) Wert ausschließen Fontini, Fulvio (16) Wert ausschließen Ranaldo, Angelo (14) Wert ausschließen Santucci de Magistris, Paolo (14) Wert ausschließen Ravazzolo, Francesco (10) Wert ausschließen Jiménez-Martin, Juan-Angel (8) Wert ausschließen Paterlini, Sandra (8) Wert ausschließen Plazzi, Alberto (8) Wert ausschließen Aielli, Gian Piero (7) Wert ausschließen Bonato, Matteo (7) Wert ausschließen Frattarolo, Lorenzo (7) Wert ausschließen Rigobon, Roberto (7) Wert ausschließen Maillet, Bertrand B. (6) Wert ausschließen Pres, Juliusz (6) Wert ausschließen Velo, Gabriel G. (6) Wert ausschließen Yang, Runfeng (6) Wert ausschließen Panzica, Roberto (5) Wert ausschließen Paruolo, Paolo (5) Wert ausschließen Rossi, Eduardo (5) Wert ausschließen Baldovin, Fulvio (4) Wert ausschließen Billé, Anna Gloria (4) Wert ausschließen Gupta, Rangan (4) Wert ausschließen Poli, Francesco (4) Wert ausschließen Renò, Roberto (4) Wert ausschließen Sartore, Domenico (4) Wert ausschließen Shahzad, Syed Jawad Hussain (4) Wert ausschließen Stella, Attilio (4) Wert ausschließen Asai, Manabu (3) Wert ausschließen Bernard, Carole (3) Wert ausschließen Caraglio, Michele (3) Wert ausschließen Cepni, Oguzhan (3) Wert ausschließen Corazzini, Luca (3) Wert ausschließen Hammoudeh, Shawkat (3) Wert ausschließen Hammoudeh, Shawkat M. (3) Wert ausschließen Jannin, Gregory Mathieu (3) Wert ausschließen Kolokolov, Aleksey (3) Wert ausschließen Kolokolov, Alexey (3) Wert ausschließen Liu, Shaowen (3) Wert ausschließen Palomba, Giulio (3) Wert ausschließen Panzica, Roberto Calogero (3) Wert ausschließen Romaniello, Rocco (3) Wert ausschließen Segato, Samuele (3) Wert ausschließen Storti, Giuseppe (3) Wert ausschließen Zhang, Xiang (3) Wert ausschließen Aysan, Ahmet Faruk (2) Wert ausschließen CAPORIN, MASSIMILIANO (2) Wert ausschließen Camana, Francesco (2) Wert ausschließen Cazzavillan, Guido (2) Wert ausschließen Cooray, Arusha (2) Wert ausschließen Distaso, Walter (2) Wert ausschließen Erdemlioglu, Deniz (2) Wert ausschließen Fulvio, Fontini (2) Wert ausschließen Gupta, Mayank (2) Wert ausschließen Kasch, Maria (2) Wert ausschließen Khalifa, Ahmed (2) Wert ausschließen Khalifa, Ahmed A.A. (2) Wert ausschließen Kuziboev, Bekhzod (2) Wert ausschließen Lucchetti, Riccardo (2) Wert ausschließen Massimiliano, Caporin (2) Wert ausschließen Nasini, Stefano (2) Wert ausschließen Renn, Roberto (2) Wert ausschließen Roberto, Panzica (2) Wert ausschließen Ruiz, Esther (2) Wert ausschließen Torró, Hipòlit (2) Wert ausschließen Yusubov, Inomjon (2) Wert ausschließen Zambon, Nancy (2) Wert ausschließen Zamparo, Marco (2) Wert ausschließen de Roon, Frans A. (2) Wert ausschließen ABAD‐DÍAZ, DAVID (1) Wert ausschließen ABUDY, MENACHEM (MENI) (1) Wert ausschließen ADRIAN, TOBIAS (1) Wert ausschließen AIT‐SAHALIA, YACINE (1) Wert ausschließen AKMANSOY, OLIVIER (1) Wert ausschließen ALCOCK, JAMIE T. (1) Wert ausschließen ALEXEEV, VITALI (1) Wert ausschließen ALOOSH, ARASH (1) Wert ausschließen AMATO, LIVIA (1) Wert ausschließen AMAYA, DIEGO (1) Wert ausschließen ANGEL, JAMES J. (1) Wert ausschließen AVETIKIAN, ALEJANDRO T. (1) Wert ausschließen Abad, David (1) Wert ausschließen Abudy, Menachem (Meni) (1) Wert ausschließen Adrian, Tobias (1) Wert ausschließen Ait-Sahalia, Yacine (1) Wert ausschließen Akmansoy, Olivier (1) Wert ausschließen Al-Yahyaee, Khamis Hamed (1) Wert ausschließen Alcock, Jamie (1) Wert ausschließen Alexeev, Vitali (1) Wert ausschließen Aloosh, Arash (1) Wert ausschließen Amato, Livia (1) Wert ausschließen Amaya, Diego (1) Wert ausschließen Angel, James J. (1) Wert ausschließen BACH, AMADEUS (1) Wert ausschließen BAIDOO, EDWIN (1) Wert ausschließen Show more show less
> Collection Skip to next facet Lizenzfreie Online-Ressourcen (108) Wert ausschließen Verbunddaten SWB (108) Wert ausschließen Elsevier BV (CrossRef) (95) Wert ausschließen BASE - Bielefeld Academic Search Engine (21) Wert ausschließen EconStor (German National Library of Economics, ZBW) (21) Wert ausschließen Springer Science and Business Media LLC (CrossRef) (12) Wert ausschließen Informa UK Limited (CrossRef) (10) Wert ausschließen Wiley (CrossRef) (10) Wert ausschließen MDPI AG (CrossRef) (6) Wert ausschließen Oxford University Press (OUP) (CrossRef) (2) Wert ausschließen SAGE Publications (CrossRef) (2) Wert ausschließen CAIRN (CrossRef) (1) Wert ausschließen DOAJ Directory of Open Access Journals (1) Wert ausschließen OECD iLibrary (1) Wert ausschließen Walter de Gruyter GmbH (CrossRef) (1) Wert ausschließen Show more show less