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isPartOf:"Journal of empirical finance"
subject:"Volatility"
~person:"Caporin, Massimiliano"
~subject:"Behavioural finance"
~subject:"Estimation"
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Volatility
Behavioural finance
Estimation
Schätzung
3
Risk
2
Spillover effect
2
Spillover-Effekt
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
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Caporin, Massimiliano
Baillie, Richard
3
Cenesizoglu, Tolga
3
Cho, Dooyeon
3
Karanasos, Menelaos
3
Nelson, Charles R.
3
Tzavalis, Elias
3
Wang, Yudong
3
Brockman, Paul
2
Christiansen, Charlotte
2
Cipollini, Andrea
2
Conrad, Christian
2
Dendramis, Yiannis
2
Dijk, Dick van
2
Gospodinov, Nikolaj
2
Harvey, David I.
2
Hur, Jungshik
2
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2
Kapetanios, George
2
Kim, Chang-Jin
2
Kim, Dongcheol
2
Kim, Kun Ho
2
Leybourne, Stephen James
2
Maio, Paulo
2
Malliaropulos, Dimitris
2
Martens, Martin
2
Migiakis, Petros
2
Min, Byoung-Kyu
2
Moor, Lieven de
2
Opschoor, Anne
2
Pan, Zhiyuan
2
Perez, M. Fabricio
2
Pesaran, M. Hashem
2
Qiao, Zhuo
2
Salvador, Enrique
2
Santucci de Magistris, Paolo
2
Satchell, Stephen
2
Schotman, Peter C.
2
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2
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Journal of empirical finance
Working papers on finance
4
Working papers
3
International review of economics & finance : IREF
2
Journal of banking & finance
2
Journal of risk and financial management : JRFM
2
SAFE working paper
2
The North American journal of economics and finance : a journal of financial economics studies
2
CAMP working paper series
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Discussion paper / Tinbergen Institute
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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Network connectivity, systematic and systemic risk
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Paris December 2017 Finance Meeting EUROFIDAI - AFFI
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ECONIS (ZBW)
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1
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
The bank-sovereign nexus : evidence from a non-bailout episode
Caporin, Massimiliano
;
Natvik, Gisle J.
;
Ravazzolo, …
- In:
Journal of empirical finance
53
(
2019
),
pp. 181-196
Persistent link: https://www.econbiz.de/10012171688
Saved in:
3
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
Saved in:
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