Caporin, Massimiliano
Massimiliano Caporin
VIAF ID: 1165371 ( Personal )
Permalink: http://viaf.org/viaf/1165371
Preferred Forms
- 100 1 _ ‡a Caporin, Massimiliano
- 100 1 _ ‡a Caporin, Massimiliano
- 100 0 _ ‡a Massimiliano Caporin
4xx's: Alternate Name Forms (4)
5xx's: Related Names (1)
Works
Title | Sources |
---|---|
Approches modernes pour l'analyse non linéaire de données de séries chronologiques économiques et financières. | |
Comparing and selecting performance measures using rank correlations | |
impact of network connectivity on factor exposures, asset pricing and portfolio diversification | |
Measuring sovereign contagion in Europe | |
Modern approaches for nonlinear data analysis of economic and financial time series | |
Networks in risk spillovers: A Multivariate GARCH Perspective | |
Time-varying granger causality tests for applications in global crude oil markets: a study on the DCC-MGARCH Hong test |