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~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Caporin, Massimiliano"
~subject:"Estimation"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Caporin, Massimiliano
Prokopczuk, Marcel
7
Wese Simen, Chardin
4
Zaremba, Adam
4
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3
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3
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Journal of banking & finance
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Econometric reviews
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Finance research letters
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ECONIS (ZBW)
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Decomposing and backtesting a flexible specification for CoVaR
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Paterlini, …
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224757
Saved in:
2
On the predictability of stock prices : a case for high and low prices
Caporin, Massimiliano
;
Ranaldo, Angelo
;
Santucci de …
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5132-5146
Persistent link: https://www.econbiz.de/10010342761
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