Narrow search
Showing 1 - 5 of 5
Cover Image
Volatility jumps and their economic determinants
Caporin, Massimiliano; Rossi, Edward; Santucci de … - 2014
Persistent link: https://www.econbiz.de/10010394556
Cover Image
Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano; Rossi, Eduardo; Santucci de … - 2014
Persistent link: https://www.econbiz.de/10010401692
Cover Image
Measuring the behavioral component of financial fluctuations : an analysis based on the S&P 500
Caporin, Massimiliano; Corazzini, Luca; Costola, Michele - 2014
Persistent link: https://www.econbiz.de/10010413842
Cover Image
A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir; Caporin, Massimiliano - 2018
Persistent link: https://www.econbiz.de/10011946466
Cover Image
The bank-sovereign nexus : evidence from a non-bailout episode
Caporin, Massimiliano; Natvik, Gisle James; Ravazzolo, … - 2017
Persistent link: https://www.econbiz.de/10011706155