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isPartOf:"Journal of empirical finance"
subject:"Volatility"
~isPartOf:"Quantitative finance"
~person:"Caporin, Massimiliano"
~person:"Opschoor, Anne"
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Volatility
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Caporin, Massimiliano
Opschoor, Anne
Sornette, Didier
3
Wehrli, Alexander
3
Aragó Manzana, Vicent
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Dungey, Mardi H.
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2
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Journal of empirical finance
Quantitative finance
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2
Journal of risk and financial management : JRFM
2
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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
Predicting volatility and correlations with Financial Conditions Indexes
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of empirical finance
29
(
2014
),
pp. 435-447
Persistent link: https://www.econbiz.de/10011300449
Saved in:
3
Order flow and volatility : an empirical investigation
Opschoor, Anne
;
Taylor, Nicholas
;
Wel, Michel van der
; …
- In:
Journal of empirical finance
28
(
2014
),
pp. 185-201
Persistent link: https://www.econbiz.de/10011285068
Saved in:
4
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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