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Relative benchmark rating and persistence analysis: Evidence from Italian equity funds
Casarin, Roberto; Lazzarin, Marco; Pelizzon, Loriana; … - In: The European journal of finance 11 (2005) 4, pp. 297-308
Persistent link: https://www.econbiz.de/10005921066
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La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati
Bison, Gianluca; Pelizzon, Loriana; Sartore, Domenico - In: Moneta e credito 55 (2002), pp. 55-75
Persistent link: https://www.econbiz.de/10010079056
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La style analysis nel mercato azionario italiano
Grava, Teresa; Pelizzon, Loriana; Sartore, Domenico - In: Rivista italiana degli economisti : the journal of the … 5 (2000) 3, pp. 387-412
Persistent link: https://www.econbiz.de/10009946476
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A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
Bonato, M.; Caporin, M.; Ranaldo, A. - In: The European journal of finance 18 (2012) 9, pp. 761-775
Persistent link: https://www.econbiz.de/10010040798
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Equity and CDS sector indices: Dynamic models and risk hedging
Caporin, Massimiliano - In: The North American journal of economics and finance : a … 25 (2013), pp. 261-275
Persistent link: https://www.econbiz.de/10010134054
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Forecasting Temperature Indices Density with Time‐Varying Long‐Memory Models
Caporin, Massimiliano; Preś, Juliusz - In: Journal of forecasting 32 (2013) 4, pp. 339-352
Persistent link: https://www.econbiz.de/10010137227
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Periodic Long-Memory GARCH Models
Bordignon, Silvano; Caporin, Massimiliano; Lisi, Francesco - In: Econometric reviews 28 (2009) 1, pp. 60-82
Persistent link: https://www.econbiz.de/10008160779
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Scalar BEKK and indirect DCC
Caporin, Massimiliano; Mcaleer, Michael - In: Journal of forecasting 27 (2008) 6, pp. 537
Persistent link: https://www.econbiz.de/10008098623
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DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS
Caporin, Massimiliano; McAleer, Michael - In: Journal of economic surveys 26 (2012) 4, pp. 736-752
Persistent link: https://www.econbiz.de/10010000502
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Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano; Preś, Juliusz; Torro, Hipolit - In: Energy economics 34 (2012) 5, pp. 1700-1713
Persistent link: https://www.econbiz.de/10010002892