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~person:"Caporin, Massimiliano"
~person:"Gupta, Rangan"
~subject:"Capital income"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Capital income
Risikomaß
34
Risk measure
34
Volatility
22
Volatilität
22
Estimation
18
Schätzung
18
Forecasting model
16
Prognoseverfahren
16
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11
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11
Kapitaleinkommen
11
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10
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10
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10
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10
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9
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6
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Stochastischer Prozess
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English
11
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Caporin, Massimiliano
Gupta, Rangan
McAleer, Michael
18
Hammoudeh, Shawkat
11
Stoja, Evarist
10
Polanski, Arnold
9
Bali, Turan G.
8
Almeida, Caio
7
Asai, Manabu
7
Allen, David E.
6
Ardia, David
6
Chiang, Thomas C.
6
Garcia, René
6
Jiang, Hao
6
Ruenzi, Stefan
6
Weigert, Florian
6
Ardison, Kym
5
Demirtas, K. Ozgur
5
Haas, Markus
5
Karmakar, Madhusudan
5
Kelly, Bryan T.
5
Liu, Jinjing
5
Long, Huaigang
5
Paolella, Marc S.
5
Scharth, Marcel
5
Valdesogo, Alfonso
5
Barunik, Jozef
4
Bauwens, Luc
4
Bi̇rbi̇l, Ş. İlker
4
Gyntelberg, Jacob
4
Heinen, Andréas
4
Hoogerheide, Lennart F.
4
Kaynar, Bahar
4
Liu, Tengdong
4
Mittnik, Stefan
4
Nguyen, Duc Khuong
4
Patton, Andrew J.
4
Schrimpf, Andreas
4
Wied, Dominik
4
Zhu, Yifeng
4
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University of Canterbury / Dept. of Economics and Finance
1
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The North American journal of economics and finance : a journal of financial economics studies
2
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1
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1
Econometric Institute research papers
1
Energy economics
1
Finance research letters
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
11
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1
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
2
ESG risk exposure : a tale of two tails
Yang, Runfeng
;
Caporin, Massimiliano
;
Jiménez-Martin, …
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 827-849
Persistent link: https://www.econbiz.de/10015050799
Saved in:
3
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Iacopini, …
- In:
Energy economics
132
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015047165
Saved in:
4
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
5
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
Saved in:
6
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
7
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
9
Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
Pacific-Basin finance journal
42
(
2017
),
pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
Saved in:
10
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
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