//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Caporin, Massimiliano"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
USA
Risikomaß
21
Risk measure
21
Volatility
13
Volatilität
13
Estimation
10
Schätzung
10
Theorie
10
Theory
10
Forecasting model
8
Prognoseverfahren
8
ARCH model
7
ARCH-Modell
7
Spillover effect
6
Spillover-Effekt
6
Business network
5
Portfolio selection
5
Portfolio-Management
5
Risikomanagement
5
Risk management
5
Unternehmensnetzwerk
5
Capital income
4
Kapitaleinkommen
4
Risiko
4
Risk
4
Statistical distribution
4
Statistische Verteilung
4
Stochastic process
4
Stochastischer Prozess
4
Systemic risk
4
Systemrisiko
4
United States
4
2000-2010
3
Financial sector
3
Finanzsektor
3
Measurement
3
Messung
3
Modellierung
3
Scientific modelling
3
financial spillover
3
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
3
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
4
Author
All
Caporin, Massimiliano
Giot, Pierre
10
McAleer, Michael
9
Fortin, Ines
6
Hammoudeh, Shawkat
6
Adams, Zeno
5
Bali, Turan G.
4
Füss, Roland
4
Hlouskova, Jaroslava
4
Mittnik, Stefan
4
Rengifo, Erick W.
4
Schindler, Felix
4
Schrimpf, Andreas
4
Trifan, Emanuela
4
Adrian, Tobias
3
Asai, Manabu
3
Guidolin, Massimo
3
Gupta, Rangan
3
Hautsch, Nikolaus
3
Laurent, Sébastien
3
Lee, Ming-chih
3
Malik, Farooq
3
Paolella, Marc S.
3
Ravazzolo, Francesco
3
Račev, Svetlozar T.
3
Salisu, Afees A.
3
Schaumburg, Julia
3
Schienle, Melanie
3
Shin, Hyun Song
3
Tortora, Andrea Donato
3
Varotto, Simone
3
Wong, Woon K.
3
Arx, Urs von
2
Barry, Peter J.
2
Basu, Susanto
2
Bauwens, Luc
2
Begley, Taylor A.
2
Berkowitz, Jeremy
2
Bürgi, Constantin
2
Chang, Chia-Lin
2
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Applied economics letters
1
Discussion paper / Tinbergen Institute
1
Econometric Institute research papers
1
Working paper
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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/10009562985
Saved in:
4
On the evaluation of marginal expected shortfall
Caporin, Massimiliano
;
Santucci de Magistris, Paolo
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10009412621
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->