Showing 1 - 7 results of 7 for search 'Massimiliano Caporin', query time: 0.08s Refine Results
  1. 1
    Financial Time Series: Methods and Models
    by Massimiliano Caporin, Giuseppe Storti
    Published 2020-04-01
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    Article
  2. 2
    Building News Measures from Textual Data and an Application to Volatility Forecasting
    by Massimiliano Caporin, Francesco Poli
    Published 2017-08-01
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    Article
  3. 3
    The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective
    by Giovanni Bonaccolto, Massimiliano Caporin
    Published 2016-07-01
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    Article
  4. 4
    Comparing and Selecting Performance Measures Using Rank Correlations
    by Massimiliano Caporin, Francesco Lisi
    Published 2011-05-01
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    Article
  5. 5
    Comparing and Selecting Performance Measures Using Rank Correlations
    by Massimiliano Caporin, Francesco Lisi
    Published 2011-08-01
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    Article
  6. 6
    Ten Things You Should Know about the Dynamic Conditional Correlation Representation
    by Massimiliano Caporin, Michael McAleer
    Published 2013-06-01
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    Article
  7. 7
    Analytical Gradients of Dynamic Conditional Correlation Models
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    Article
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