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isPartOf:"Journal of empirical finance"
subject:"Volatility"
~isPartOf:"Journal of financial economics"
~person:"Caporin, Massimiliano"
~subject:"Korrelation"
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Volatility
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Caporin, Massimiliano
Bollerslev, Tim
5
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Journal of empirical finance
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Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
2
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
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